下記ドキュメントに記載されているのでは?
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OPENFILENAMEA structure (commdlg.h)
https://docs.microsoft.com/en-us/windows/win32/api/commdlg/ns-commdlg-openfilenamea
lpfnHook
Type: LPOFNHOOKPROC
A pointer to a hook procedure.
This member is ignored unless the Flags member includes the OFN_ENABLEHOOK flag.
If the OFN_EXPLORER flag is not set in the Flags member, lpfnHook is a pointer to an OFNHookProcOldStyle hook procedure that receives messages intended for the dialog box.
The hook procedure returns FALSE to pass a message to the default dialog box procedure or TRUE to discard the message.
If OFN_EXPLORER is set, lpfnHook is a pointer to an OFNHookProc hook procedure.
The hook procedure receives notification messages sent from the dialog box.
The hook procedure also receives messages for any additional controls that you defined by specifying a child dialog template.
The hook procedure does not receive messages intended for the standard controls of the default dialog box.
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上記サイトでの説明から、Flag メンバーに OFN_EXPLORER フラグをセットせず、かつ lpfnHook メンバーに OFNHookProcOldStyle のコールバック ルーチンをセットすればいいのでは?
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OFNHookProcOldStyle callback function
https://docs.microsoft.com/en-us/previous-versions/windows/desktop/legacy/ms646932(v=vs.85)
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