Open File Explorer for .obj file

Hi, I'm a new cpp beginning and would appreciate your help.

I am making a 3D renderer using Win32 and currently working on importing .obj files. My program has a list of options for the user to choose from. This list of options are done by switch cases. When the user click on one of the option, e.g. I, by using the keyboard, the program should show an open file browser.

I do not know how should I start. I have look through this website for solution, but it does not seem to help me.
http://msdn.microsoft.com/en-us/library/windows/desktop/bb776913%28v=vs.85%29.aspx

Thus how could I display a file explorer for the user to choose only .obj file and close the dialog after that. The file should store in my desired location.

Using visual studio 2012

Thank you!
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