ofd.lpstrFilter = "Models *.x *.obj *.tga *.bmp *.pcx *.dds\0*.x;*.tga;*.bmp;*.pcx;*.mdl;*.obj;*.dds\0\0";

becomes

ofd.lpstrFilter = "Models *.x *.obj *.tga *.bmp *.pcx *.dds\0*.x;*.tga;*.bmp;*.pcx;*.mdl;*.obj;*.dds *fbs; *3ds; \0\0";

Next you could look at stiro.c in the include folder. Made my life a lot easier when loading files.

STRING* filename = " ";
filename = file_dialog("SAVE a FSA file","*.filetype_here",0);
if(!filename)return;