Since Win32 dialogs are used, and since I have to used Windows XP at work, I find a way to use explorer as nautilus places:

First I added the favorite button in explorer and added list of shortcuts inside
http://ftpmerou.free.fr/inkscape/like-places.png

Next I downloaded the SaveAs editor (French app):
http://www.clubic.com/telecharger-fiche13918-enregistrer-sous-editeur.html
There is an English one here (different app) :
http://www.maddogsw.com/placesbar/

And finally I added favorites to places:
http://ftpmerou.free.fr/inkscape/saveas-favorites.png


All these hacks told me that windows xp is really boring in an every day use.

--
Yann PAPOUIN,