I expect one project is built as UNICODE and the other is ANSI or MBCS.
Try using the _TEXT()
macro, like this:
CFileDialog dlgFile(TRUE, NULL, NULL, OFN_HIDEREADONLY | OFN_OVERWRITEPROMPT,
_T("Movie Files (*.avi;*.mpg;*.mp4)|*.avi;*.mpg;*.mp4||"), this);