[2005] Anyone know how to Lock a dialog?

[Zapper]

Here is my current scenario:
I am making a chess program(as to help me learn VB.Net), and when a Pawn reaches the end, it can promote, SO!

i want a dialog OR messagebox to pop up and make the user select which piece he wants to promote the pawn to.

Using a dialog, i do now know how to 'LOCK' so that when the user tries to go back to the mainForm, it wont allow it, just like a messagebox.

OR i could use a messagebox, but i do not know how to add extra objects/ or buttons into it.

Thanks =)