Is your RH project located on a network drive (very bad) or a local drive (good). Also is this just on one project? What happens when you try to do the same on one of the supplied demo projects?
Read the RoboColum(n).
It's on a local drive
I get the same behavior regardless of project - just tried a demo project, same thing. Even if I have not opened a project: I start RH8 up, select "Import Word Document" - it locks up like it is waiting for me to select a file, but does not display the file browser
Could the dialog box have fallen off the screen somehow? e.g. dual screen setup.
If it has, the following should help you grab it:
Press Alt, Space, M.
Press any arrow key.
Waggle the mouse madly until the dialog box appears.
Click to drop it where you want.
You can always kill Robo by going to the Proces tab in the task manager. Find RoboHTML.exe (if you use RoboHTML) and click End process. That'll teach him