What I did,
on page_load event, I added the code :
Dim btn As Button
btn = CType(btnOK, Button)
btn.Attributes.Add("onclick", _
String.Format("window.close();"))
Dialog truely close, thanks.
(so there are event onclick on the client, and onclick on the server).
One problem is that just after closing the dialog,
the contents of the dialog appear in a new window (In IE web browser),
Which I don't want that this will happen.
What may be wrong ?
Thanks :)