Can we replace the awkward "(click on this box to dismiss)":
With a universally understood "click me! click me!" OK button:
Close would work too:
Clicking anywhere on the box could still dismiss it for those who wish to use it that way. The former is unnecessary clutter and simply detracts from the message. Everyone knows what to do to get rid of a dialog when an OK button is there. You shouldn't have to explain how a user interface element works in the interface itself.
The new dialog. Looks way better than my mockups: