According to this, some members (specifically the one I am interested in is the initial directory member lpstrInitialDir is not supported on Vista.
It is important for me to know if it is supported on 2008 and Windows7 - the docs are silent on that. One can either assume since those are not mentioned that it will work, or since they are based on and newer than Vista that it will not work...
For bonus points, can anyone explain why in the world MS would remove such obviously needed behavior? I am dumbfounded by that.