Hi,
I reused a piece of LUA code I found in one of the LUA Examples folder that ships with Mach4.
It is a file navigation panel which allow you to browse for a file and open it. Its structure and
operation owe more to wxWigets than LUA or Mach4....
inst = mc.mcGetInstance();
    -- create the wxFrame window
    mainframe = wx.wxFrame( wx.NULL,          -- no parent
                        wx.wxID_ANY,          -- whatever for wxWindow ID
                        "DummyFrame", -- frame caption
                        wx.wxDefaultPosition, -- place the frame in default position
                        wx.wxDefaultSize,     -- default frame size
                        wx.wxDEFAULT_FRAME_STYLE ); -- use default frame styles
    -- create a panel in the frame
    panel = wx.wxPanel(mainframe, wx.wxID_ANY);--We are not going to show it but we need to have this to use the File dialog
local file = wx.wxFileDialog(panel, "Select Probe File", "", "", "Text files (*.txt)|*.txt|Tap files (*.tap)|*.tap", 
                             wx.wxFD_SAVE,wx.wxDefaultPosition,wx.wxDefaultSize, "File Dialog" );
        if(file:ShowModal() == wx.wxID_OK)then;
            local pathRPF = file:GetPath();
-- Edit this format statement at your own risk   
			mc.mcCntlProbeFileOpen(inst, pathRPF, "X%.4AXIS_X Y%.4AXIS_Y Z%.4AXIS_Z\r\n", true);
Maybe of use.
Craig