Should work – if you look closely, the files in my Screenshots (first post) are on my sd card.

Reasons I can think of:

• Didn't you find the sd card? It's in /media/sdcard/[something] – when opening, you have to tap on the line with the directory name and arrows to go to the parent directory.
• Were you unable to "accept" the open dialog? This is only possible when there are supported files in the current folder. Files in subdirectories will not be opened. You have to have permissions to read the files.
• Does it try to open but does not get anywhere after this? Well, that's bad and could be either a bug in my application, corrupt files, background radiation in your area and/or an imminent alien attack.

edit: pichlo was faster with the piece of information that was most likely missing – thanks!