If you feel safe about it you could make a copy of commdlg32.dll and try running that to see what happens.... but that would probably make your computer crash and burn.
Go to
http://www.robinking.com/allseeingi and download Magic World. It is a matrix editor that recently had the source code released. It has an open file dialog in it that is pretty close to what you're looking for. Run the program and click LOAD MATRIX and you'll see what I mean. After that it's a matter of looking through the code and trying to figure out what to do.
Crazy Donut Productions
Current Project: KillZone