SoloCodigo

sacado directamente del javadoc de jfilechooser:
(java.sun.com/j2se/1.4.2/docs/api/javax/swing/JFileChooser.html)

supongo que podras cambiar la extension a txt en lugar de jgp y gif

 The following code pops up a file chooser for the user's home directory that sees only .jpg and .gif images:

    JFileChooser chooser = new JFileChooser();
    // Note: source for ExampleFileFilter can be found in FileChooserDemo,
    // under the demo/jfc directory in the Java 2 SDK, Standard Edition.
    ExampleFileFilter filter = new ExampleFileFilter();
    filter.addExtension("jpg");
    filter.addExtension("gif");
    filter.setDescription("JPG & GIF Images");
    chooser.setFileFilter(filter);
    int returnVal = chooser.showOpenDialog(parent);
    if(returnVal == JFileChooser.APPROVE_OPTION) {
       System.out.println("You chose to open this file: " +
            chooser.getSelectedFile().getName());
    }