Alienware Alpha Big Picture Mode

Question: when using Steam on the desktop (non-Alienware hardware), if I want to add a non-Steam game to the library, there is an option (which is also present in Big Picture Mode) where I can tell Steam exactly which drive to access to get to the executable file.  In this scenario, I have full access to all the drives available on my machine.

In contrast, on the Alpha in Big Picture Mode, the option to add a non-Steam game is present but I cannot point to the directly where the executable file is located, in this case the "C" drive under Ubisoft.  There are choices you can select but none of the choices has the file I need and I cannot seem to find or select the drive that has the game file executable.  Has anyone experienced this issue?

Thanks!