I want to display CFileDialog like the image below in Windows 7.

As per msdn
if
OFN_ENABLETEMPLATEis set andOFN_EXPLORERflag is not set, the system uses the template to create an old-style dialog box that replaces the default dialog box.
But even after doing that what I get is something like this.

Please help!
Try this:
The last parameter to CTOR specifies Vista-style to be false, and structure size of
sizeofed with to reflect NT4 file-dialog.