I suspect it's a graphic card issue. What card and driver? You may have to mess around with various drivers to find one that works as I'm not sure you'll find an approved one.
Benjamin, try setting Solidworks to Software OpenGL (with no documents loaded, goto Tools==>Options: System Options tab: Performance panel and check 'use Software OpenGL')
and opening your drawing. If the dialog appears when you edit the dimension then you've got issues with your video card.
Another thing, make sure that you're using the Aero desktop theme in Windows 7 as the basic theme isn't hardware accelerated which can cause issues with application windows and dialogs.