He means write you're own interface/dialog for loading/saving files, with which you can use win32 functions to search directories. Of course as you seem newish to win32, it might be more work than it's worth.
I've seen a few games switch to windowed mode when they have to change settings and it seems perfectly fine, but if you are truly against it ,then go for creating your own GUI dialog.
Last edited by DJBMASTER; 01/15/10 21:46.