If you are trying to select a file to upload Selenium 2 that supports HTML file inputs. For example:
<input type="file" id="uploadhere" />
The Selenium Code
IWebElement element = driver.FindElement(By.Id("uploadhere"));
Basically you "type" (with SendKeys) the full file path to the file input element. Selenium handles the file selection dialog for you.
However, if you want to manipulate an arbitrary file selection dialog, then like Anders said, you have to go outside of Selenium.