public string activeFile = "myfile.exe";

        private void openToolStripMenuItem_Click(object sender, EventArgs e)
        {
            //this.openFileDialog1.Filter = "exe files (*.exe)|myfile.exe|All files (*.*)|*.*";
            //string filter = "exe files (*.exe)|" + activeFile;
            string filter = " |" + activeFile;
            this.openFileDialog1.Filter = filter;
            this.openFileDialog1.FileName = activeFile;
            this.openFileDialog1.ShowDialog();
        }

//The commented lines are variants. Add file searching code
//when initializing the activeFile variable.

Greets

Jens