FileDialog.Filter Property

http://msdn.microsoft.com/en-us/library/microsoft.win32.filedialog.filter.aspx

OpenFileDialog dlg = new OpenFileDialog();  
// Filter by Word Documents OR Excel Worksheets OR PowerPoint Presentations  
//           OR Office Files  
//           OR All Files
 dlg.Filter = "Word Documents|*.doc|Excel Worksheets|*.xls|PowerPoint Presentations|*.ppt" + "|Office Files|*.doc;*.xls;*.ppt" + "|All Files|*.*";  dlg.ShowDialog();