As discover by The_Clyde, the filter in "file_dialog" doesnt work when you set your own filter parameter.

After a dig, Ive discovered it is a typo in the function called "filename(char* title,char* filter)".
The 'szFilter' definition isnt declared STATIC, so then this function terminates and returns to file_dialog, the
char array your filter is in gets freed. This wont happen if it is STATIC.
Code:
...
    if (filter) {
        static char szFilter[256];    //needs to be made STATIC
        ZeroMemory(szFilter,256);
        ...




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