Shawn Wildermuth demonstrates how to use ChildWindow class in your Windows Phone 7 applications.
I love the ChildWindow class because you derive your own UserControl and you can edit it specifically. Unfortunately, there is not an Item type for the Windows Phone for ChildWindow. So I headed back to the Silverlight 3 to grab it. The ChildWindow class exists in the System.Windows.Controls assembly so I had to grab that from Silverlight 3.