The shell's IFileDialog implementation supports the IOleWindow interface (note it does not seem to be documented...). But the dialog must be opened before you can get its window handle.

So the trick is to subscribe to the dialog's events using the IFileDialogEvents interface, get the window handle, and move it, like in the sample below. I choose OnSelectionChange because it seems to be the good place. Of course this is to be adapted (you don't want to move the window each time selection changes...).

class Events : public IFileDialogEvents
{
  // poor man's IUnknown implementation :-)
  STDMETHODIMP QueryInterface(REFIID riid, void **ppvObject) { *ppvObject = NULL; return E_NOINTERFACE; }
  STDMETHODIMP_(ULONG) AddRef() { return 1; };
  STDMETHODIMP_(ULONG) Release() { return 1; }
  STDMETHODIMP OnFileOk(IFileDialog *pfd) { return S_OK; }
  STDMETHODIMP OnFolderChanging(IFileDialog *pfd, IShellItem *psiFolder) { return S_OK; }
  STDMETHODIMP OnShareViolation(IFileDialog *pfd, IShellItem *psi, FDE_SHAREVIOLATION_RESPONSE *pResponse) { return S_OK; }
  STDMETHODIMP OnTypeChange(IFileDialog *pfd) { return S_OK; }
  STDMETHODIMP OnOverwrite(IFileDialog *pfd, IShellItem *psi, FDE_OVERWRITE_RESPONSE *pResponse) { return S_OK; }
  STDMETHODIMP OnFolderChange(IFileDialog *pfd) { return S_OK; }

  STDMETHODIMP OnSelectionChange(IFileDialog *pfd) {
    IOleWindow *window;
    if (SUCCEEDED(pfd->QueryInterface(&window)))
    {
      HWND hwnd;
      if (SUCCEEDED(window->GetWindow(&hwnd)))
      {
        MoveWindow(hwnd, 0, 0, 600, 600, FALSE);
      }
      window->Release();
    }
    return S_OK;
  }
};

int WINAPI wWinMain(HINSTANCE hInstance, HINSTANCE, PWSTR pCmdLine, int nCmdShow)
{
  CoInitialize(NULL);
  IFileOpenDialog *dlg;
  if (SUCCEEDED(CoCreateInstance(CLSID_FileOpenDialog, NULL, CLSCTX_ALL, IID_PPV_ARGS(&dlg))))
  {
    DWORD cookie;
    Events *evts = new Events();
    dlg->Advise(evts, &cookie);
    dlg->Show(NULL);
    dlg->Unadvise(cookie);
    dlg->Release();
    delete evts;
  }
  CoUninitialize();
}