Currently the jFileChooser in Swing does not show a native file dialog.
However, JavaFX does.
With the new implementation in #1336 a further change is made easier.
Steps to consider:

• Investigate if JavaFx FileChooser supports all relevant methods needed
• Integration into Swing dialogs

http://docs.oracle.com/javafx/2/ui_controls/file-chooser.htm
http://javafxtuts.com/javafx-file-chooser/

Discussion why Swing does not support it:
http://stackoverflow.com/questions/5703825/does-swing-support-windows-7-style-file-choosers