MFC Change Menu Action

I'm working on a track editor using MFC and I need the "File -> New" to open up a dialog instead of a new document.

For anyone who is familiar with the files that Visual Studio produces, I have (in addition to the main application file) the following (both .h and .cpp):

ChildFrm
ChildView
ClassView
FileView
MainFrm
OutputWnd
PropertiesWnd
stdafx
ViewTree

Besides needing a file to open, where will I find the portion of code that responds to the "File -> Open" menu item?
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