In the standard File Open dialog in Windows Vista and Windows 7, the top of the navigation bar contains a section called Favorite Links (on Windows Vista) or just Favorites (on Windows 7). These items also appear in the Explorer window's Navigation Pane. How do I customize those links?
You add or remove them from your Links folder.
To open your Links folder on Windows Vista, open the Start menu and click on your name. This opens an Explorer window to view your user profile. Double-click the folder called Links. On Windows; 7, it's much easier: Right-click the word Favorites and select Open in new window. Anyway, once you get the folder open one way or another, you can edit the list. To remove an item from the list, just delete it from the folder. To add a folder to the list, drag it in. (The default action for the Links folder is Create Shortcut.)
Note that only shortcuts to folders will work here, or more specifically, shortcuts to containers, because when you click on an item, the File Open dialog needs to show you the contents of the item you selected.