This problem occurs on Windows 2000 with Sun Java 1.3.1_03.
My "open file" function is mapped to "Alt+E" (brief keymapping).
Using the latest development snapshot of J (0.17.2+), when I do an "Alt+E" to open a file, the location bar is left with a single "e" in it instead of highlighting the current filename as it used to do.  This means that to type in the filename that I want, I have to backspace over the "e" and then start typing.