Great work, the widget looks promising! Some remarks on the UI:

• What does the "Sort ASC" button do? As a developer, I know that "ASC" probably means ascending, but I'm not sure. What's the default sort order, and wouldn't it make sense to always sort ascending and get rid of the button?
• Do you support search-as-you-type (also known as "Live Search") to filter down the list with the keyboard?
• The "Cancel" button is unnecessary - users can close the dialog by clicking outside of it.
• "Open folder" simply shows the subdirectories of MyDocs, or is this configurable? If so, you can probably use the secondary text for something more informative (file count? maybe per-type, i.e. "3 video files, 5 audio files, 3 document, 17 other files")
• The secondary text in "launch application" is the exec path. Not really useful to the normal user (also not that useful for advanced users I presume). What about displaying the description text that is available in some .desktop files?
• If you have a "Web" shortcut on the Desktop, clicking on it will already show the bookmarks, right? Maybe you can replace the "bookmarks" feature with something that's not easily accessible?

Do you plan on releasing your application as open source?