Why doesn't the BROWSE dialog appear?

Code:
                     OPENFILENAME file_data;

                     file_data.lStructSize = 50;
                     file_data.hwndOwner = hwnd;
                     file_data.hInstance = hInst;
                     file_data.lpstrFilter = NULL;
                     file_data.lpstrCustomFilter = NULL;
                     file_data.nMaxCustFilter = 40;
                     file_data.nFilterIndex = NULL;
                     file_data.lpstrFile = NULL;
                     file_data.nMaxFile = 256;
                     file_data.lpstrFileTitle = NULL;
                     file_data.nMaxFileTitle = NULL;
                     file_data.lpstrInitialDir = NULL;
                     file_data.lpstrTitle = NULL;
                     file_data.Flags = OFN_ALLOWMULTISELECT;
                     file_data.nFileOffset = NULL;
                     file_data.nFileExtension = NULL;
                     file_data.lpstrDefExt = NULL;
                     file_data.lCustData = NULL;
                     file_data.lpfnHook = NULL;
                     file_data.lpTemplateName = NULL;

                     GetOpenFileName(&file_data);
                     MessageBox(hwnd, file_data.lpstrFile, "the file", 0);