The normal Windows dialog box for opening a file has a list of 5 shortcuts on the left side, and these shortcuts are very convenient ways to jump around your system to some of those folders you need to open files from routinely. By default, though, Windows shows icons to items like My Documents, Network Neighborhood, My Computer, etc. These are better than nothing, but you may want to point these items at places of your own choosing.

I found a handy reference over at PuppyPC.com which shows you how to customize these shortcuts. It involves some registry tweaks. You can view the tutorial at:
http://www.puppypc.com/windows/rt/comdlg_placebar.htm.