I've tried using the FolderBrowserDialog and that seems to work on my development machine. However, this is not supported on a Windows 2008 R2 Server Core. I tried running this code anyway - the dialog appears, but the main display pane is not available.
I've also tried using Windows shell32 API (SHBrowseForFolder) with the exact same results. ComDlg32 GetOpenFileName seems to work fine for selecting a file.
Not sure what else to try.
You cannot use what isn't there. Ask the administrator to reconfigure the machine.