Why implement is as a Singleton? Can you actually verify that displaying two file dialogs will never occur?
Better to have it as a regular class; you don't want to build in limitations which could become pain points later.
It isn't like your application is going to be critically overloaded by millions of calls to the file dialog, and who knows, perhaps someday it will be the right solution to have two file dialogs. Even if you don't display them both at the same time, perhaps holding the history in a "source" dialog and having a separate history in the "destination" dialog would be a blessing in a file transfer program.