You have no control over that. That dialog box is built into the web browser, which usually is building it from the built-in File Open dialog of the operating system that the client is running under. The only way to override that behavior is to modify the user's web browser itself.
You should also be aware that Internet Explorer typically sends a directory path along with the filename when it uploads to a web server, but most other browsers do not. This is actually a security problem with IE, since it tells others things about the client's local filesystem structure that they probably shouldn't know.
The secret of how to be miserable is to constantly expect things are going to happen the way that they are "supposed" to happen.
You can have faith, which carries the understanding that you may be disappointed. Then there's being a willfully-blind idiot, which virtually guarantees it.