While I haven't any experience with Win32::GUI, I've used Perl/Tk successfully for this exact problem. The key methods are getOpenFile and getSaveFile Here's a short example:

#!/usr/bin/perl -w

use Tk 8.0;
use strict; 

my $mw = MainWindow->new( -title => 'File Test' );
my $menu_bar = $mw->Menu;
$mw->configure( -menu => $menu_bar );

my $file_mb = $menu_bar->cascade( -label => '~File', -tearoff => 0 );

$file_mb->command( -label => 'Open', -underline => 0, -command => \&f_
+open );
$file_mb->command( -label => 'Save', -underline => 0, -command => \&f_
+save );
$file_mb->separator;
$file_mb->command( -label => 'Exit', -underline => 1, -command => sub{
+exit} );

MainLoop;

sub f_open {
  my $filename = $mw->getOpenFile( -title => 'Open File:',
    -defaultextension => '.txt', -initialdir => '.' );
  ### do something with $filename
  warn "Opened $filename\n";
}

sub f_save {
  my $filename = $mw->getSaveFile( -title => 'Save File:',
    -defaultextension => '.txt', -initialdir => '.' );
  ### do something with $filename
  warn "Saved $filename\n";
}

#
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Note that Question 16.2. - Is there a file selector? of the (somewhat stale) Perl/Tk FAQ lists several alternatives. Which, if any, of these is what got built into the Tk of ActiveState Perl, I don't know...