[Cableguy]

Your main concern, if I understand you correctly, would be then to ensure that, your code is DEVICE compatible, causing it to be DeskTop compatible...
If you use some DLL that is "Normal" or "Complete" FrameWork targetted, Then Some or all the properties, controls,events or methods, may not work on the device...

As for myself, and keeping in mynd that the File dialog is somewhat limited, and only shows the files that are 1 level in to the root...(hope I'm making myself crlear, as I don't know all the correct terms), I usually place my files in a Folder, 1 Level down, in the "MyDocs" folder of my SDCard...
In Design Time, any DLL imported to the project is automatically saved to the Apps Folder, so, unless you play around a bit with wich DLL to use in your app, as I often do, all the files needed will be in the Folder...

Hope to be clear enough, and this time to be "to the point"!