There are ways of doing it with JFileChooser; you can add a filter. There is a section in the Java Tutorials about that.
There are methods in the File class; you can use the isDirectory method to find whether an object represents a directory, then the list method, then on each of the Strings the lastIndexOf or endsWith methods.
Other people will doubtless think of other ways to do it.
What could go wrong in a swell place like "The Evil Eye"? Or with this tiny ad?