This is the code that is in my application. We are using this function to replace the GetFile().

*---------------------------------------------------------------------
*-- GetFile dialog using common dialog ocx
*-- Usage:
*--	oGetFileX = CREATEOBJECT("GetFileX")
*--	lcFileName = oGetFileX.GetFileX("tables")
DEFINE CLASS GetFileX AS FORM
	LEFT = 100   && Set Dialog Position by positioning the form
	TOP = 100    && Set Dialog Position
	NAME = "GetFileEx"
	DOCREATE = .T.
	VISIBLE = .F.
	lUserCancel = .F.

	ADD OBJECT oCDC AS OLECONTROL WITH ;
		OLECLASS = "MsComDlg.CommonDialog"

	PROCEDURE oCDC.INIT
		THIS.Flags = 2+1
		THIS.CancelError = .T.
	ENDPROC

	PROCEDURE ERROR
		LPARAMETERS nerror, cMethod, nLine
		IF nerror = 1429
			THIS.lUserCancel = .T.
		ENDIF
	ENDPROC

	PROCEDURE GetFileX(tcFilter,tcFileName)
		*-- tcFilter, optional, file types to be shown/searched for
		*-- tcFileName, optional, default file name (can contain path) 
		lcActualDefault = SYS(2003)
		IF EMPTY(tcFilter)
			tcFilter = "All files (*.*)|*.*"
		ELSE
			DO CASE
				CASE LOWER(tcFilter) = "tables"
					tcFilter = "Class Tables (*.dbf)|*.dbf"
					*-- add more cases here as needed
				OTHERWISE
					*-- use what was sent
			ENDCASE
		ENDIF
		IF NOT EMPTY(tcFileName)
			thisform.oCDC.Filename = ALLTRIM(tcFilename)
		ENDIF 	
		LOCAL nFlags,lcActualDefault
		nFlags = 0
		IF VAL(OS(3)) > 4
			nFlags = 0x00080000
		ENDIF
		* Enforce file existence flag
		IF THISFORM.chkMulti.VALUE
			m.nFlags = m.nFlags + 4096
		ENDIF
		THISFORM.oCDC.Flags  = m.nFlags
		THISFORM.oCDC.FILTER = tcFilter
		THISFORM.oCDC.ShowOpen()
		SET DEFAULT TO (lcActualDefault)
		IF THISFORM.oCDC.filename = "*.*"
			RETURN ""
		ELSE
			RETURN THISFORM.oCDC.filename
		ENDIF
	ENDPROC

ENDDEFINE