You have two options :
1) Install the Desktop Integration plugin
2) Open file gui.tcl and comment the line that says: package require pixmapscroll
Only one of these two is enough. I'd recommend Desktop Integration

Commenting out the pixmapscroll line gives me this error:
Error in startup script: bad window path name "reloadimages"
while executing
"scrollbar reloadimages $psdir"
(procedure "::skin::reloadSkin" line 50)
invoked from within
"::skin::reloadSkin [::config::getGlobalKey skin]"
invoked from within
"if { $initialize_amsn == 1 } {
###############################################################
create_dir $HOME
create_dir $HOME/plugins
create_di..."
(file "config.tcl" line 1467)
invoked from within
"source config.tcl "
("uplevel" body line 23)
invoked from within
"uplevel \#0 {
source ctthemes.tcl
source progressbar.tcl ;# Progressbar Megawidget
source migmd5.tcl
source des.tcl ;# DES encryption
source s..."
(procedure "reload_files" line 2)
invoked from within
"reload_files"
(file "/usr/bin/amsn" line 233)
About the Desktop Integration plugin, I tried but it never worked fine to me
I have the same problem reported by other people too: the file dialog only appears the first time you open it and not anymore, and however the dialog does not return the file you select, it just disappears as if you had not done or chosen anything. I tried with the version that can be downloaded from the main site (0.9), are there any updated or corrected versions I could try?
Thanks for the reply, hope to hear you soon!
Lorenzo