Hmmm. I'd guess it depends on which version of Windoze you are (or aren't) running, mebbe even which browser you use. I use IE 6.0 on Win2K Pro, and after I click 'File Manager' / 'Browse', I get a "file open" dialog box with only an "Open" button.
And this file is some 2.8 Megs ... and evidently didn't work although nothing ever said so. Let's try a smaller one ... and a medium one ... and just a little bit bigger ... and bigger yet ... Aha ! That one produced the error message I've seen before, stating file size is limited to 250000 bytes. I guess if it's too much over the limit, you don't get the message.