A dialog box is a special kind of menu for asking you a yes-or-no question or some other special question. Many Emacs commands use a dialog box to ask a yes-or-no question, if you used the mouse to invoke the command to begin with.
You can customize the variable use-dialog-box to suppress the
use of dialog boxes. This also controls whether to use file selection
windows (but those are not supported on all platforms).
A file selection window is a special kind of dialog box for asking for file names.
You can customize the variable use-file-dialog to suppress the
use of file selection windows even if you still want other kinds
of dialogs. This variable has no effect if you have suppressed all dialog
boxes with the variable use-dialog-box.
For Gtk+ version 2.4 and 2.6, you can make Emacs use the old file dialog
by setting the variable x-use-old-gtk-file-dialog to a non-nil
value. If Emacs is built with a Gtk+ version that has only one file dialog,
the setting of this variable has no effect.