Multiple dialogs...

MultipleDialogs.cs

/* Creates first dialog */
Messenger.Default.Send(new DialogMessageAction<MessageDialogResult>("The current Task has not met its target Net. Are you sure you wish to continue and underrun the Task?", "Underrun Warning", userSelection =>
{
    if (userSelection == MessageDialogResult.Affirmative) /* Complete Task */
    {
        /* Within the callback of the first dialog, the second is created */
        Messenger.Default.Send(new DialogMessageAction<string>("Please explain reason for underrun (Required)", "Underrun Comment", comment =>
        {
            if (string.IsNullOrEmpty(comment))
            {
                /* A third dialog pops up if user does not fill out form properly */
                DispatcherHelper.CheckBeginInvokeOnUI(() => Messenger.Default.Send(new NotificationMessage("You must enter an underrun comment, aborting Task completion."), DialogMessageToken.ErrorDialog));
                return;
            }

            OpenTaskCompleteProgressDialog(false, comment);

        }), DialogMessageToken.InputDialog);
    }
    ...
}