Hello Mike Kretzler,
RadWindow can easily be used for a prompt dialog as you require. For your reference, I have attached a small project demonstrating this functionality. You can note that I have custom GridTemplateColumn with a link button inside. The client-side click event of the button opens up a radprompt() dialog, and details on how to setup the RadWindow is given in this article from the online documentation
Please, note, that RadPrompt is a non-blocking prompt window, meaning it cannot block the thread of execution. Therefore, if you do not cancel your link button's client-side click event, the control will post back without waiting for the prompt window to close. Therefore we return false on the client-side click event and use the prompt's callback handler to post the message back to the server.
the Telerik team