If, as you say, the 'Open Gallery...' button opens the 'Select Gallery Folder...' window, then you should be able to navigate towards the gallery folder that you want to open.
Is it when you click the 'Select Folder' button that nothing happens?
When you click this button one of two things should happen:
(1) The gallery should open, or...
(2) The ''config.xml' file not found in the selected Gallery Folder. Check the selected folder is a Juicebox gallery folder.' message will be displayed.
Please note that the gallery folder must contain a file named 'config.xml' in the root of the folder. If you have renamed or moved the file (for example if using a configUrl or baseUrl) JuiceboxBuilder-Pro will not be able to open the gallery.
Yes, it DOES save a gallery to that location.
But it also copies the files, shortcuts and folders from my desktop to that location.
That sounds very strange and should certainly not happen. No other users have reported such a problem so the issue seems to be specific to your own system, setup or workflow.
Where are you saving your gallery folder to? Try a different location. Create a test folder in the root of your C:/ directory and try saving your galleries in there to see if this makes a difference.
If you are not already using the latest version of Adobe AIR (v3.8), I would also try upgrading it.
It can be downloaded from this web page.
If you like, please zip a gallery that you cannot open, upload the zip file somewhere and post a download link so that I can take a look and see if I can find any problem with it.