The Java "open file" dialog box has absolutely no way to get to the Windows desktop unless you happen to know its path. It also uses the wrong icons for, well, everything. (What's up with that "hard drive" icon?)
Hint to Java designers: it is impossible to make a sub-platform that looks like the OSes it runs on *and* always looks the same no matter what OS it runs on.
The former is nearly universally preferable.