I had the same thought. You can almost achieve what you want
by using the already existing third item, "My Documents",
named "Mes documents" in your example. It is directly off
the desktop and can be renamed to anything you like. For
instance I have named it "zzz" just to see the effect.
Open "My Documents" from the desktop (or in a Windows
Explorer view) and put a shortcut to the DropBox folder (and
maybe also the most often used folders) in it.
Now the DropBox folder (and other folders) can quickly be
accessed from the Save As dialog. It only requires one more
click (or a TAB.). Double clicking (or
ENTER) on a folder shortcut will change to that
folder in the dialog without the need to drill down to it.
Here is what it looks like on my system: