I've just stumbled on this:
When it is executed, on the left part of the window I get 3 "default locations": Desktop, MaX (this is my Username in Windows) and Documents. If I click on Desktop, it hangs (application becomes unresponsive, have to force quit).
The problem comes from the fact I have a NAS that is username/password protected (and a link to it on my Desktop). If I'm already logged on the NAS, then all works fine. If not, clicking on Dekstop from the dialog makes it hang forever.
The native dialog does not have the problem.