I'm talking about the window that appears when you add a torrent that has multiple files (if you enable that in the Transfers preferences). In this window you can check/uncheck what files you would like to download before starting the torrent.
What would be really handy on that window is a filter bar that allowed you to "search" (or filter) a certain filename inside the torrent. Sometimes torrents can have dozens (or even hundreds) of files and that would be a nice way to find just the single one that you need instead of scrolling through a huge list.