You would have to write a script to read the filenames and display them in a dialog box. This would be a fairly advanced script using dialog functions available in the scripting.
In short, it can be done, but only if you're willing to work at writing it. I can help you along if you want to try and write it, but it's too much for me to write at this point, I just don't have time to wade through the configuring of the dialogs and figuring out the logic required to move through the directories. Displaying just a single, pre-determined directory would be much easier than a complete explorer replacement, but again it will take some effort to put it together.
In short, this is very achievable, just waiting to be written!
Let me know if you want some help.
Chris