I have read http://www.gnome.org/~federico/news-2008-02.html#29 and I think that would be nice get this problem fixed. This was already reported to upstream:
http://bugzilla.gnome.org/show_bug.cgi?id=505857

With a suggested patch, but seems that there is no activity on it for now.

I reproduce here the upstream summary:

Currently, when user enter a file path in the location bar in filechooser, the
contents will not refresh after user pressing 'enter' key, although it can be
workaround to clock on the 'Ok' button. 

Some gnome applications such as gedit implemented their own filechooser, which
has this functionality. 

I don't know if there is any special reason why we don't implement this feature
on filechooser as I think this is very useful. and only 4 lines of codes need
to be added. 

Can some one provide some feedback on why we don't do this.

Other information:
This is a suggested fix for this bug

--- gtk/gtkfilechooserdialog.c.orig     2007-10-16 21:20:38.000000000 +0800
+++ gtk/gtkfilechooserdialog.c  2007-12-27 16:20:18.388325000 +0800
@@ -465,6 +465,12 @@
     {
       response_id = va_arg (varargs, gint);
       gtk_dialog_add_button (GTK_DIALOG (result), button_text, response_id);
+     
+      if ((response_id == GTK_RESPONSE_OK) ||
+         (response_id == GTK_RESPONSE_ACCEPT) ||
+         (response_id == GTK_RESPONSE_YES) ||
+         (response_id == GTK_RESPONSE_APPLY))
+              gtk_dialog_set_default_response (GTK_DIALOG (result),
response_id);
       button_text = va_arg (varargs, const gchar *);
     }

_____

I have noticied that this affects to apps like brasero (http://bugzilla.gnome.org/show_bug.cgi?id=465175) and gnome-appearance-properties

Thanks a lot for get this fixed :-) (would be nice get this fixed also for upstream)