C / C++ / MFC

// MyWnd.cpp
#include "MyDialog.h"

void CMyWnd::ShowDialog()
{
   CMyDialog myDlg;
   int nRet = myDlg.DoModal();

   if ( nRet == IDOK || nRet == 5  )
      AfxMessageBox("Dialog closed successfully");
}

// MyDialog.cpp
void CMyDialog::OnSomeAction()
{
   // Do something

   int nRet = 5; // Just any value would do!
   EndDialog(nRet); // This value is returned by DoModal!

   // Do something

   return; // Dialog closed and DoModal returns only here!
}