Isn't Folder Alias supported in this dialog?
Please see the screenshot attached.
In this case, I copy files to another location. When the dialog appears, I enter the absolute path (C:\Documents and Settings\User\Application Data) into the "Folder" field, it is okay ("New Folder" and "OK" buttons are enabled), if I enter an folder alias (/appdata), 2 above buttons are disabled. Any ideas or the folder alias is not supported here?