The FileDialog object is your tool. It's available as part of the Microsoft Office Object Model (in your References...), and you set one up like this:
dim fDialog as Office.FileDialog
set fDialog=new Application.FileDialog (msoFileDialogFilePicker)
You now have all sorts of properties and methods available to you, the most important of which are (probably)
.AllowMultiSelect To allow multiple selections; probably should be set to false
.Title Puts a caption on the dialog box itself
.Show A method to 'run' the dialog box
.SelectedItems A collection of strings (file names) Either 1 (if AllowMultiSelect = false) or a whole load. -1 implies that Cancel was clicked...
Ah yes - Filters. More than I want to get into right now, but post again if you want some more help. There are lots of good code examples from both the MS site, and probably in the knowledge base, here.
HTH
Tony