What you are looking for is a dialog box (also called a common dialog). Unfortunately you cannot add one to the existing built in objects (at least not using VBA).
As mentioned above you can mimic this functionality using InputBox and Forms. That said I have seen proprietary programs that are based on Excel where the company added the type of functionality you describe. However, I believe you have to use C++ or a deeper language to create DLLs that can accomplish this
One thing worth noting about dialogs: Excel has a built in Common File Dialog object library which allows you to create common file server dialog boxes (such as Open, Save & Select) using existing Windows API dialogs.
