Extra info:

(Methods I've tried, unsucessful)

One way in which I did it was to copy the OLE to the clipboard then go
to the File Open window. Then sendkeys tab to the white file part,
sendkeys Ctrl+V to paste the file. This works, but the sendkeys is
unreliable.

Another way I tried was to copy the the OLE to clipboard then use API
on Windows Explorer. I tried running RunMenuByString (common example
function found online) but for some reason the API will not work in
Windows Explorer, it did work in Notepad (?). Is Windows Explorer
protected somehow from API calls?