File Filtering in FileDialog on Windows

Question

We have a Java application that we are deploying primarily on Windows platforms. We use FileDialog to perform a "file save as" function. We would like to filter the list of files shown to match a file extension. Even better, we would like to populate the File Types dropdown on the standard Windows dialog.
It is well known that FileNameFilter does not work on the Windows platform, so that is not a viable solution.
We have tried JFileChooser, but performance was intolerable when a directory had many files (many = thousands). (Sure, we can tell the user not do have so many files in directories, but we can't control what the user does so this only leads to bug reports that our application is hung/broken while JFileChooser takes minutes to fill the dialog.)
This leads me to think that we need a JNI solution for use on Windows (we can use FileNameFilter on other platforms). Are there any low cost implementations available? I'd appreciate any suggestions.
Thank you.
Guy

Answer 1

I have used FileFilter with JFileChooser. Performance was not adequate, as I described in my post. I need a solution which a) works and b) has adequate performance.