there is a new SAP GUI scripting option in the SAP GUI logon 7.30 PL8, called "Show native MS Windows dialogs".
The help describes it as following:
"Since Microsoft Windows' native system dialogs (Save As, Open) cannot be recorded when a script is run, they are replaced automatically with a dynpro-based dialog. You can disable this procedure by selecting option, Show Native MS Windows dialogs. The system-defined dialogs will be displayed, but cannot be recorded by the script."
Cool new option.