Nah. When a dialog is up, you can't control you're guy; you get a mouse cursor instead. What you need is cutRSC or a titleRSC. They let you display a picture on the screen, without the player losing control. Check out the mission "Davidian" for an example (a life bar). I'm not really up to speed on how to use those, but search the forums, and you'll dig up lots of old threads showing how. They are quite similar to dialogs, I think.
-GB