LR4 - Panel End Marks folder is not opening

Got LR4 for my Mac Mini a few weeks ago, loving it so far, and I figured I'd do a bit of customizing, including changing the Panel End Mark.  (silly little thing, but hey, why not?)

So I follow the instructions I found online. Preference > Interface, and then find "Go To Panel End Marks Folder" menu option under panel end marks, click..... and nothing happens. Every instruction I've found says that a folder should pop open, and I just drop my .png file there. But without a folder opening, I can't do anything.

Is there another way to track down this folder? Using Spotlight to search "panel end marks" yielded nothing.

I'm using Mac Mini (2011), 16GB of RAM, running 10.8.2.

Thanks in advance!