I need a way, how to create a plugin that will add itself to 'Open' and
'Save' dialog's 'Format' comboboxes, like docx support addon does.

I've already write a code how to open and save my file format, but I can't
imagine how to add this filter to filtergroups, and then how to work with a
sheet when file would be opening, because as I noticed, using
Book.ActiveSheet.Item[i, j] is not the best way to do it due to that method
used CPU in 100% and froze Excel till whole file would be open.