There are no System Folders in Windows Phone 7 (Such as C:/ or My Documents). Nor is there any central area for storing files or looking for files.
If you need to store files on Windows Phone 7, you need to use Isolated Storage. Isolated Storage
If you need to select files on the device already, you must use a Chooser task (Or load them back out of Isolated Storage if you created them). Launchers and Choosers
(On a side note, its Windows Phone 7.1. Not Windows Mobile)
