The code of msefiledialogx was added in trunk of mseide-msegui. TFileDialogX new component is in mse-ide component-palette now.
Please use the trunk source of mseide and msegui.
Included a demo how to use it.
Detailled list with lateral panel and custom places:
Compact list with lateral panel:
Detailled list without lateral panel:
Compact list without lateral panel: