After playing with my code and searching the web, I've concluded this is a Windows problem, and since I'm running Pelles v7 on Windows XP, I'm not looking for a fix real soon...
The best explanation I can find is that Windows is failing in the GetOpenFileName code. Specifically, while you're thinking about a file to select to satisfy the GetOpenFileName request, when you hover your mouse over a potential file name, Windows wants to display those file properties (type, date, size, etc.) in a little yellow box near the file name. Somehow that causes GOFN and your program to crash. From what I can find there is no known solution....
I have noticed that if you quickly select a file (before Windows thinks it has to display the file properties in a little yellow box), the GetOpenFileName completes normally, Also, for me, the GOFN does not crash if I run my program in "execute" mode rather than "debug". Hope this helps.