I don't think there is a save or open file dialog component specifically for TDMS. .Net has native open and save file dialogs which may be what you are refering too? I can see in the National Instruments example C:\Documents and Settings\All Users\Documents\National Instruments\MStudioVS2010\DotNET\Examples\Tdms\Streaming\cs that the controls are named exactly as you posted.
If you need to find the .Net dialogs they are in your toolbox under the heading Dialogs.