Dialog box
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Dialog boxes are special windows which are used by computer programs or by the operating system to display information to the user, or to get a response if needed. They are so-called because they form a dialog between the computer and the user—either informing the user of something, or requesting input from the user, or both. In GUI terminology, a dialog box is a user control or widget.
Different types of dialog boxes are used for different sorts of user interaction. The simplest type of dialog box is the Alert, which displays a message and requires only an acknowledgment (by clicking 'OK' usually) that the message has been read. Alerts are used to provide simple confirmation of an action, or include program termination notices or confirmation due to crashing or intentional closing by user.
[edit] Modeless
Non-modal or modeless dialog boxes are used when the requested information is not essential to continue, and so the window can be left open while work continues elsewhere. In general, good software design calls for dialogs to be of this type where possible, since it does not force the user into a particular mode of operation. An example might be a dialog of settings for the current document, for example the background and text colours. The user can continue adding text to the main window whatever colour it is, but can change it at any time using the dialog. (This isn't meant to be an example of the best possible interface for this).
[edit] Application modal
Modal dialog boxes are those which temporarily halt the program in the sense that the user cannot continue until the dialog has been closed: the program may require some additional information before it can continue, or may simply wish to confirm that the user wants to proceed with a potentially dangerous course of action. Traditionally, modal dialogs have been either system or application modal—they either take over the whole system until they are dismissed, or just the application that displayed it. Recently, the concept of a document modal dialog has been used, most notably in Mac OS X where they are shown as sheets attached to a parent window. These dialogs block only that window until the user dismisses the dialog, permitting work in other windows to continue, even within the same application.
[edit] Window modal
Example of a window-modal (sheet) dialog used in Mac OS X. Here the underlying document is being saved (in fact this very article). In OS X, sheets appear to emanate from a slot in their parent window (just visible here), and are shown with a reinforcing animation. This helps to let the user understand that the dialog is attached to the parent window, not just shown in front of it. While the dialog is displayed, no work can be done in the parent document itself, but the parent window can still be moved, resized and minimised, and other windows can be brought in front so the user can work with them: