QUOTE(Purple Monkey @ Apr 30 2008, 20:09)

If you are converting a single file then this dialogue will be used, this is because you are only choosing one destination, the save pattern will also not include directories. If you select more than one item to convert then you will get a tree view and directories will be created according to the pattern used.
kode54 is correct. I always call the Convert to function from the playlist context menu (right-click on the playlist tab title) and always had a treeview till now. Note that this is not a "save as" dialog box (which displays when converting a single file) but a "Select Destination Folder" box.