A couple of dialog boxes I’ve encountered recently. One I liked (well done, Marketo), and one I didn’t (Microsoft). <!–break–> I used the spelling “dialog box” deliberately. I would tend to use dialogue, except when talking about dialog boxes in a software context.
Here’s an interesting Google n-Gram showing the prevalence of related terms over the past century.
Also pleased to see there is a StackExchange for English!