Soldato
Dont know if there is a reason your specifically using preview for this, but, personally i do this task by using "Quick Look" which ive got mapped as SapceBar on my keyboard.
I use preview so I can modify/rotate images easily, and move through the pictures quickly.
I know you can go to 'File', 'Open' then select a folder, but then you have to wait for it to prepare it. (especially if you have 100's of pictures in a folder)
Quick Look is good, but contains no functionality other then viewing.