In order to use the Browse button to set the links for your commands, you need to properly setup the default configuration.

When you create a new project, a configuration of type local is created for you, so the first thing you should do is setup its parameters.
Select File->Project Properties->Configurations and, at least, fill in the Paths section.

Every time you click on the browse button to create a link, DHTML Menu Builder will use the full path to that link. This will allow DHTML Menu Builder to interpret which part of the link is the root web and which part is the path to the link.

Let's say that you local path to the root web is:
c:\inetpub\wwwroot\myproject\

Now, let's say you have created a link to this page:
c:\inetpub\wwwroot\myproject\reports\index.html

DHTML Menu Builder will be able to recognize what part of the path to the index.html file is the root web (c:\inetpub\wwwroot\myproject\) and what part is the path to the file (\reports\).

And why is this useful?
Let's suppose that you now create a remote configuration and you set it as the default one. DHTML Menu Builder will scan all your links and change the root web information from the local configuration for the root web information of the new remote configuration.

So, if the Root Web for your remote configuration is:
http://myserver.com/

DHTML Menu Builder will automatically update the link we created before to the index.html like this:
http://myserver.com/reports/index.html