Hi Kristal,
You can add a custom action and set the Success section to Open URL with this value:
https://integration.clarizen.com/dataloader/loaddata.aspx?sessionid={GetSessionId()}
This will open the data loader page.
No browser application (Data loader included) can automatically pick files from your file system, for security reasons.
If you'd like to perform the data loading automatically you need to write your own application. You may contact your customer success manager or Clarizen professional services for further information.
Hope this helps,
Ophir