If you have tried creating FileDialogs in WPF, they usually do not blend well into the Vista look.
The solution is to use the wrappers provided in the VistaBridge library which is part of the SDK samples. You could include the library dll (around 100k) in your project and then make the simple call to CommonOpenFileDialog/CommonSaveFileDialog ... The other option being to just include the specific classes in the project.
CommonSaveFileDialog saveDialog = new CommonSaveFileDialog();
Its that easy!!