You've already been helped. Download a docking dll, such as UltraDock by ClickHeRe, and read the help file. I've never used the dll before, but the helpfile was so easy to understand, and an example is provided. For example, to dock the dialog to the left side of mIRC, you would simply use the following code.
Code:
alias udo { 
  if ($isid) return $dll($mircdirultradock.dll,$1,$2-)
  else $dll($mircdirultradock.dll,$1,$2-)
}
ON *:SIGNAL:UltraDock: {
  echo -s SIGNAL ULTRADOCK: $1-
}
alias switchy { 
  dialog -m switchy switchy
  echo -a $udo(Dock,-1 $dialog(switchy).hwnd left switchy) 
}

Just ensure you have the dll in your $mircdir, and the rest of your dialog script in the same remote file, and you're set. by editing the word left after the $dialog(switchy).hwnd in the alias, you can change it to top, bottom, or right to put the switchbar wherever you want it. But try reading the help file yourself, before requesting help. It really isn't as hard as you think it is. The UltraDock dll can be found here.