here is the code of a generic class that allows to play with "sub dialogs" like this one:

public class SubDialogManager : IDisposable
{
    public SubDialogManager(Window window, Action<IntPtr> enterIdleAction)
        :this(new WindowInteropHelper(window).Handle, enterIdleAction)
    {
    }

    public SubDialogManager(IntPtr hwnd, Action<IntPtr> enterIdleAction)
    {
        if (enterIdleAction == null)
            throw new ArgumentNullException("enterIdleAction");

        EnterIdleAction = enterIdleAction;
        Source = HwndSource.FromHwnd(hwnd);
        Source.AddHook(WindowMessageHandler);
    }

    protected HwndSource Source { get; private set; }
    protected Action<IntPtr> EnterIdleAction { get; private set; }

    void IDisposable.Dispose()
    {
        if (Source != null)
        {
            Source.RemoveHook(WindowMessageHandler);
            Source = null;
        }
    }

    private const int WM_ENTERIDLE = 0x0121;

    protected virtual IntPtr WindowMessageHandler(IntPtr hwnd, int msg, IntPtr wParam, IntPtr lParam, ref bool handled)
    {
        if (msg == WM_ENTERIDLE)
        {
            EnterIdleAction(lParam);
        }
        return IntPtr.Zero;
    }
}

And this is how you would use it in a standard WPF app. Here I just copy the parent window size, but I'll let you do the center math :-)

public partial class MainWindow : Window
{
    public MainWindow()
    {
        InitializeComponent();
    }

    private void button1_Click(object sender, RoutedEventArgs e)
    {
        bool computed = false; // do this only once
        int x = (int)Left;
        int y = (int)Top;
        int w = (int)Width;
        int h = (int)Height;
        using (SubDialogManager center = new SubDialogManager(this, ptr => { if (!computed) { SetWindowPos(ptr, IntPtr.Zero, x, y, w, h, 0); computed= true; } }))
        {
            OpenFileDialog ofd = new OpenFileDialog();
            ofd.ShowDialog(this);
        }
    }

    [DllImport("user32.dll")]
    private static extern bool SetWindowPos(IntPtr hWnd, IntPtr hWndInsertAfter, int x, int y, int cx, int cy, int flags);
}