You may consider adding the following code snipet:
NSFileManager *fileManager = [NSFileManager defaultManager];
NSError *error = nil;
NSURL *picturesURL = [fileManager URLForDirectory:NSPicturesDirectory inDomain:NSUserDomainMask appropriateForURL:NULL create:NO error:&error];
NSURL *iPhotoURL = [picturesURL URLByAppendingPathComponent:@"iPhoto Library.photolibrary"];
[openDlg setDirectoryURL:iPhotoURL];
// Now run the dialog
This won't help if the user has moved his iPhoto library to some non-standard location.