How can I get a dialog box to open in a certain location using VBA?

My problem happens when users press a button to automatically insert
data from a separate file - if they have been doing things using a
different path then Excel cannot find the data file. Is there an easy
way around this using Activeworkbook.Path or something? The data file is
located in the same directory as the main file.

(I know this group is called worksheet.functions but have found this
group very helpful in the past so please turn a blind eye to my OTness.)

TIA,
R.