For example when I try to save the destination of a link in firefox or save a copy of a pdf file in evince I get the following dialogue.

I find it annoying that I have to do some clicks (for example the tmp button and that to its left in my example) to select the folder. So is there a way to do this with keyboard only with some kind of tab completion?
Perhaps it's just changing a key in gconf perhaps it is possible to replace the saving dialogues by something better.