Open File Dialog MVVM

Ok I really would like to know how expert MVVM developers handle an openfile dialog in WPF.

I don't really want to do this in my ViewModel(where 'Browse' is referenced via a DelegateCommand)

void Browse(object param)
{
    //Add code here
    OpenFileDialog d = new OpenFileDialog();

    if (d.ShowDialog() == true)
    {
        //Do stuff
    }
}

Because I believe that goes against MVVM methodology.

What do I do?