Jeremy Likness discusses the problem about the concept of a dialog box in Silverlight and gives a possible solution.
I noticed on the forums there are a lot of users not comfortable with
asynchronous programming who struggle a bit in Silverlight with getting
their arms around the concept of a dialog box. In other environments,
you can simply shoot out a dialog, wait for the response, and continue.
In Silverlight, of course, the action is asynchronous. I would argue it
should be this way most of the time.