Thanks very much. That worked. Here is what I did:
using ESRI.ArcGIS.CatalogUI;
using ESRI.ArcGIS.Catalog;
private void button1_Click(object sender, EventArgs e)
{
IGxDialog openDialog = new GxDialogClass();
IEnumGxObject pEnumGxObject = new GxObjectArrayClass();
IGxObjectFilter pGxFilter = new GxFilterGeoDatasetsClass();
openDialog.ObjectFilter = pGxFilter;
openDialog.AllowMultiSelect = false;
openDialog.RememberLocation = false;
openDialog.Title = "Input Features";
openDialog.DoModalOpen(0, out pEnumGxObject);
}