On OS X just open a Terminal window, navigate to the folder your files are in. Type ls > FILE.txt and press ENTER. You could also just type ls and copy.paste the output from Terminal into your word processing app so you can format the page right away.
If you want the list to include filesizes, use ls -l , and the usual wildcards apply - so to get a detailed list of only PDF files you'd type ls -l *.pdf > FILE.txt
If the folder you're working in is deeply-buried, it's quicker to open a Terminal window, leave it pointing to the home folder, then open Finder. Start typing your command then drag the folder icon across from Finder to Terminal, and its name will be pasted in for you - so for example you'd end up with ls -l /Users/JohnDoe/Documents/MyStuff/*.pdf > FILE.txt