OK... here ya go... this is a snippet from my forthcoming AdvancedN Nickname Changer plugin (still need to work a bit on it).
Put this in the parsecommand:
DialogBox(hDllInst, MAKEINTRESOURCE(IDD_DIALOG1), NULL, NickChanger);
U must have a dialog in ur resource file with the IDD_DIALOG1 id...
Also you need a dialog procedure (name would be NickChanger).
Here's a sample of a Dialog procedure:
BOOL CALLBACK NickChanger(
    HWND hwndDlg,
    UINT uMsg,
    WPARAM wParam,
    LPARAM lParam
)
{
    switch(uMsg)
    {
    case WM_INITDIALOG:
// do whatever u want when the dialog is initialized
                     break;
    case WM_CLOSE:
        DestroyWindow(hwndDlg);
        break;
    case WM_DESTROY:
// Remember to clean up after urself, after finishing...
        EndDialog(hwndDlg, wParam);
        break;
    default:
        return FALSE;
    }
return TRUE;
}
There... now.. if u progrram in MFC, I am truly sorry, I can't help.. actually, like i've said, I want to learn, I just didn't find a GOOD tutorial that explains everything... 
