In new GTK file chooser used in the Menu Editor is the field missing for entering the filename. I think with such a field the Menu Editor would be easier to use.
that's not possible, that's the way the GtkFileChooserDialog works. In save mode you have a field for entering the name in open mode you haven't you can ask to the Gtk guys to add it ;)
as a note, you can type ctrl+L to pop up a dialog with file entry box. that's the best you can do.