System.Windows.Forms.SaveFileDialog not working under Windows 2008 R2 Server

Question

I am using Windows Server 2008 R2 (64-bit) that is been virtualized with Hyper-V and it is being used as a "Remote Desktop Server".
I am trying to use this PowerShell code that will open a "Save-File-Dialog" box to select the PDF file and send it to my "batch" file for scanning.  This code works great on my Windows Vista machine and my Windows 7 32-bit machine
but I cannot get it to work on the "Windows 2008 R2 Server (64-bit)".  It will not come up with any window at all and it will not produce any errors at all, so I can't exactly google for this issue.  I am using PowerShell 2.0 from 2009.
Any ideas?  I tried it from an Admin account and a regular domain users and neither worked at all, no errors, no window, no nothing.
*** Update ***
    I took Out-Null out and I received this...
  GAC    Version        Location
True   v2.0.50727     C:\Windows\assembly\GAC_MSIL\System.Windows.Forms\2.0.0.0__b77a5c561934e089\System.Windows.Forms.dll
I then checked the path and the DLL file was in there and it had read and execute permissions for Domain users and Administrators and the window still won't pop up... 
Here is the entire code in question.....
# Uses the dot net assembly to give the users a Save-File-Dialog box so they can decide where to put the pdf file
Function Get-SaveFile($initialDirectory){
[System.Reflection.Assembly]::LoadWithPartialName("System.windows.forms") | Out-Null
$SaveFileDialog = New-Object System.Windows.Forms.SaveFileDialog
$SaveFileDialog.initialDirectory = $initialDirectory
$SaveFileDialog.filter = "PDF files (*.pdf)| *.pdf"
$SaveFileDialog.ShowDialog() | Out-Null
$SaveFileDialog.filename
# open dialog box to select the .nessuss file.
$OutputFile = Get-SaveFile
# User selected where they want to put the scanned.pdf file and it will automatically set it to .pdf for them
start-process Scan $OutputFile

Answer 1

I ran the code you have in your function on a Windows 2008 Standard server, and it seems to be hanging on the line
$SaveFileDialog.ShowDialog()
| Out-Null
It just sits there and nothing happens, but if I run it on my Windows 7 machines, it runs without any issues. So it seems like the dialog opened, but behind the scenes, and is waiting on the user, but since it doesn't open, the user can't do anything.
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