Siehe:
http://msdn.microsoft.com/library/en-us/winui/winui/windowsuserinterface/userinput/commondialogboxlibrary/usingcommondialogboxes.asp

OPENFILENAME ofn;       // common dialog box structure
char szFile[260];       // buffer for file name
HWND hwnd;              // owner window
HANDLE hf;              // file handle

// Initialize OPENFILENAME
ZeroMemory(&ofn, sizeof(ofn));
ofn.lStructSize = sizeof(ofn);
ofn.hwndOwner = hwnd;
ofn.lpstrFile = szFile;
//
// Set lpstrFile[0] to '\0' so that GetOpenFileName does not 
// use the contents of szFile to initialize itself.
//
ofn.lpstrFile[0] = '\0';
ofn.nMaxFile = sizeof(szFile);
ofn.lpstrFilter = "All\0*.*\0Text\0*.TXT\0";
ofn.nFilterIndex = 1;
ofn.lpstrFileTitle = NULL;
ofn.nMaxFileTitle = 0;
ofn.lpstrInitialDir = NULL;
ofn.Flags = OFN_PATHMUSTEXIST | OFN_FILEMUSTEXIST;

// Display the Open dialog box. 

if (GetOpenFileName(&ofn)==TRUE) 
    hf = CreateFile(ofn.lpstrFile, GENERIC_READ,
        0, (LPSECURITY_ATTRIBUTES) NULL,
        OPEN_EXISTING, FILE_ATTRIBUTE_NORMAL,
        (HANDLE) NULL);

http://world-of-dungeons.de/?link_wa_83436

nicht anklicken ist ne verarsche. dadurch kriegt der typ geld.