Code:
dialog Kewlio {  
title "KewlioMZX"  
size -1 -1 100 95  
option dbu  
button "&OK" 2, 21 40 60 20, ok
}

Was an example, I just didn't explain how to use it etc.
To open it type:
/dialog -dm Kewlio Kewlio.
title = The titlebar of the dialog.
size = the size of the dialog
option (from the help file) = The dbu option makes mIRC use dialog base units when creating the dialog.

In your dialog you can add menu's, list boxes, combo's, buttons, boxes, radio buttons using xywh.
The xy means the positioning. The w means the width and the h means the height.

That is the basics. Now how to make the button do certain things.
Adapt from this.
Code:
dialog Kewlio {
  title "KewlioMZX"
  size -1 -1 100 95
  option dbu
  edit "Type your message.",1,20 30 52 10
  button "Send" 2, 30 60 30 20, ok
}

on 1:DIALOG:kewlio:sclick:2: {
  msg $active $did(1)
}