Short version: How do you initialize the filename for a common dialog box?

Long version: I've an application I'm playing around with. Obviously, it has a common dialog box. I would like the dialog box to open with a default filename "pre-selected" (ie, text appearing in the filename box). Alas, I've yet to find any definative guide on what all the properties for the common dialog do and just setting the .FileName attribute to my string doesn't appear to work. Ideas?

TIA.