Yes there is, In the "Choose Icon" window click on the down arrow to the right of the addressbar. From here you have two options, once you have gone to your folder once it will be listed in here as a folder history, you can then select from there. Or, the second option is, you can use the "Add Folder to Library" option listed below the folder history, what this will do is add the folder and subfolders to the left pane window where it will be visible from thereon.
Hope this helps..........Alex