The OpenFileDialog and SaveFileDialog components have a Filter property that lets the user look for specific kinds of files. The property's value should be a pipe symbol (|) separated list of alternating filter names and patterns. Each pattern can include more than one file matching pattern separated by semi-colons.
This example uses the following Filter:

Bitmaps|*.bmp|PNG files|*.png|JPEG files|*.jpg|Picture files|*.bmp;*.jpg;*.gif;*.png;*.tif|
    CS files|*.cs|Project files|*.csproj|Program files|*.cs;*.csproj;*.sln;*.suo;*.resx

The parts of the filter are:

• Bitmaps - *.bmp
• PNG files - *.png
• JPEG files - *.jpg
• Picture files - *.bmp;*.jpg;*.gif;*.png;*.tif
• CS files - *.cs
• Project files - *.csproj
• Program files - *.cs;*.csproj;*.sln;*.suo;*.resx
• 
  

For example, if the user selects the "Picture files" filter, the dialog lists files with the extensions .bmp, .jpg, .gif, .png, and .tif.

The file selection dialogs also have a FilterIndex property thuat indicates the currently selected filter. You can set this to initially select a filter. Note, however, that the first filter's index is 1 instead of the 0 as is usually the case for arrays in .NET.