FileInputStream in;
FileDialog dialog;

dialog = new FileDialog(new Frame());
in = new FileInputStream(new File(dialog.getDirectory(), dialog.getFile()));

と、

String path, filename;
File file;
FileInputStream in;
FileDialog dialog;

dialog = new FileDialog(new Frame());
path = dialog.getDirectory();
filename = dialog.getFile();
file = new File(path, filename);
in = new FileInputStream(file);

では、どっちがいいの？
動くかどうかは別として。