This is not an option to close the dialog and then open it again.

Here is a code snippet of what I want to do.

       private void button1_Click(object sender, EventArgs e)
       {
           OpenFileDialog dlg = new OpenFileDialog();
           string fileName = "";

           dlg.FileName = "";
           dlg.Title = "Test";
           dlg.InitialDirectory = "C:\\Temp";
           dlg.CheckFileExists = true;
           dlg.CheckPathExists = true;

           // Setup event to validate if it's ok to proceed with open
command.
           dlg.FileOk += new CancelEventHandler(OnFileOk);

           if(dlg.ShowDialog() == DialogResult.OK)
           {
               fileName = dlg.FileName;                
           }
       }

       void OnFileOk(object sender, CancelEventArgs e)
       {
           OpenFileDialog dlg = sender as OpenFileDialog;
           
           string path = Path.GetDirectoryName(dlg.FileName);

           if (path.ToLower() != dlg.InitialDirectory.ToLower())
           {
               // Not a valid path.

               // Here I want to set the dialog to show the
InitalDirectory.                
               // I want the dialog to show the files under C:\Temp not the
files in
               // the right now selected directory that is not valid.      
                       

               // The Open command is canceled
               e.Cancel = true;                
           }
           else
           {
               // This is a valid path.

               // Proceed with the Open command.
               e.Cancel = false;                
           }
       }