new JFileChooser

JFileChooser chooser = new JFileChooser();
        FileNameExtensionFilter filter = new FileNameExtensionFilter(
                "AVI encoded video files", "avi");
        chooser.setFileFilter(filter);
        int returnVal = chooser.showOpenDialog(parent);
        if(returnVal == JFileChooser.APPROVE_OPTION) {
            System.out.println("You chose to open this file: " +
                    chooser.getSelectedFile().getName());
        }