I don't know what causes the loss of that dialog box. It's never happened to me, though sometimes the checkmark for 'close this window when download finishes' disappears from it. I just check it again. But in Poser I do know that if you close Poser while it's minimized, the next time you run it the window will be scrunched up in the corner or gone altogether. I don't know what else will cause it, but that does every time for me.