http://www.winuae.net/files/b/winuae.zip will attempt to reposition all file dialogs when in fullscreen. Please report if it works..
I hope this request was XP-only because at least in Windows 7 (I guess in Vista too) fullscreen dialogs gets automatically moved back if offscreen. Even manually attempting to drag it out of screen won't work. (it moves back after releasing mouse button)
Also in XP there is something that has changed because only first re-positioning attempt works. Internet has lots of examples but they don't work after first positioning. Perhaps something was changed in later service packs..
Always restart winuae and try again before reporting "bugs"