It may be on another monitor that you don't have... In other words the dialog box you want is off the screen.
This happens occasionally with multiple monitors and with many of AutoCAD's dialog boxes.
If that's happening, try the following.
Do what you're doing to start the command.
If the dialog box does not show up do this:
Hold down Alt and tap the space key.
A "restore, move, minimize, etc" window should pop up somewhere.
Type M for Move.
If that window appeard on the left of your screen, hold down the Right Arrow key on your keyboard.
If that window appeard on the right of your screen, hold down the Left Arrow key on your keyboard.
(Likewise for up or down)
Your 'lost' dialog box should come wandering home in a few seconds.
