If you must use a dialog, put descriptive captions on the buttons within the dialog.
For example, instead of OK and Cancel buttons, have them say "Send Invoice" and "Go Back", or whatever is appropriate in the context of your dialog.
That way, the text is right under their cursor and they have a good chance of understanding.
Mac OS X does this most of the time. Here's an example image.
Edit:
This is a better image, and I found it at the Apple Human Interface Guideline site, which is a great reference, and very readable. This document on that site is all about Dialogs.
