Just used the DNN url control, so I thought it would be nice to post how I did it.
Perhaps for others, or else as a reference for myself hehe...

So in the page I used:

<%@ register tagprefix="Portal" tagname="URL" src="~/controls/URLControl.ascx" %>

And

<portal:url id="ctlFile" runat="server"   width="325" />

And in the codefile I used:

Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
   setupURLControl()
   ...

And then:

Private Sub setupURLControl()
    With ctlFile
        .UrlType = "F"
        .Url = "Some start folder/" & "a"
        .ShowFiles = True
        .ShowLog = False
        .ShowNewWindow = False
        .ShowNone = False
        .ShowTabs = False
        .ShowTrack = False
        .ShowUrls = False
        .FileFilter = "docx,doc,pdf,ppt,pptx,xlsx,xls,txt"
    End With
End Sub

Of course, a lot of different settings are possible, but this will get you started.