Common Dialog Woes...

I'm having the strangest problem with the Common Dialog control. I am trying to select a .url file with it in my program, but it tries to read the .url file, and returns the http:// part of the url file instead of the filename, then tells the user that the filename is invalid, and won't let me choose it. I am running Windows 2000 if that has anything to do with it. I want it to be compatible with all OSes, not just Win9x (I know it works on 98). Why does the Win2K common dialog control try to read the file like this?

Thanks
-Joey