For those who are not able to use File Dialog Changer:

1. Copy filedlgchg.cpl & GsGetFile.dll into windows folder
2. Goto Settings, click icon "File Dialog Changer"
3. **CHECK checkbox "Exchange Standard File Dialog"**

That's all. At first, I did not know I have to check the checkbox and of course nothing happens. So, don't forget step 3.