Non-modal or modeless dialog boxes are used when the requested information is not essential to continue, and so the window can be left open while work continues elsewhere. A type of modeless dialog box is a toolbar which is either separate from the main application, or may be detached from the main application, and items in the toolbar can be used to select certain features or functions of the application.
In general, good software design calls for dialogs to be of this type where possible, since they do not force the user into a particular mode of operation. An example might be a dialog of settings for the current document, e.g. the background and text colors. The user can continue adding text to the main window whatever color it is, but can change it at any time using the dialog. (This isn't meant to be an example of the best possible interface for this; often the same functionality may be accomplished by toolbar buttons on the application's main window).
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