I think I know your problem! You may be trying to show your dialog at map initialization. You can't do that... But here is a trigger that will properly creat a dialog.
Events- (What ever you want EXCEPT you cannot choose to show dialogs at map initialization so use this
Time - Elapsed game time is 0.10 seconds
Conditions
Actions
Dialog - Create a dialog button for DialogTest labelled Easy
Set DialogButtonTest[0] = (Last created dialog Button)
Dialog - Create a dialog button for DialogTest labelled Medium
Dialog - Create a dialog button for DialogTest labelled Hard
Set DialogButtonTest[1] = (Last created dialog Button)
I made the two variable to make it easier and you should too.
Wait... I just discovered there is a tutorial in the new stickied thread 'tutorials' and maby you should look there for more reliable info!