Interesting question.
I don't know how to do it programatically. But there is an open secret out there called
TweakUI[
^]. You can customize the look and feel of many windows [dialogs] including what you looking to do.
You can use TweakUI to customize the left side icons, you can even have your own folder show there. The only restriction is that you can only have up to 5 folder / icons show.