Are you using the UI styler to create a dialog box? If so, there might be something in the selection block that you can use to accomplish that (but I'm not 100% sure).
If you are writing a journal, to the best of my knowledge, the Select Objects function won't let you preselect objects. However, you might get something to work with the SelectWithClassDialog function. Below is a link to a journal that shows you what is currently in the "MODEL" reference set. When you run the joural, objects in the reference set will be preselected and you will be allowed to deselect items or select new ones to add.
I am using NXOpen for .NET. The required delegate for the SelectWithDialog function looks very much like the init_proc_body function in your VB sample. It works like a charm. Thanks for your help!