The existing file manger in sitefinity is a bit lacking in the features department. The scary part is it doesn't prompt on delete!
As a result I've modified the existing Files.aspx page under ~/Sitefinity/Admin. Really it's as simple as adding in the RadFileExplorer. I've made a couple other modifications such as adding in some textboxes to show the Absolute and Relative URL of the selected file.
If you edit the aspx you can change the root folder and the default skin. I like to make a ~/files folder on my sites so other editors don't get access to the core files.
Enjoy!
NOTE
Contact me for old files