How good are these messages? Ref:SQL Server 2008

I am trying to attach data to my Analysis Server 2008 and find confusing and erroneous messages. How good are these?

1. Trying to attach

I choose to attach using the menu, Attach

Click (...) Browse for Remote Folder Window gets displayed. There were two files displayed neither of which I am interested in.

I see at the bottom of this window, the following:

To add or remove folders to this window
it is suggested to edit the
'AllowedBrowsingFolders' property.

It turns out that there is no such property

Figure 1.

I tried to locate the file with specific format for attching data to the Analysis Server, look what kind of a message I get.

Figure 2