The modal dialogs in silverlight are not really modal - the block the UI, but not the thread so you will need to hook-up to the Closed event and do what you need to do after closing the dialog box in the event handler. We implemented the dialogs in this way because Silverlight doesn't allow us to block the UI thread. You could find more information about how to use the Aler method here: http://demos.telerik.com/silverlight/#Window/APC.
Hope this information is helpful!
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items.