import sys
from PyQt4 import QtGui
class MyDialog(QtGui.QDialog):
    def __init__(self, parent=None):
        super(MyDialog, self).__init__(parent)
        self.setWindowTitle(u"Диалоговое окно")
        self.resize(200, 70)
class Widget(QtGui.QWidget):
    def __init__(self,parent=None):
        super(Widget, self).__init__(parent)
        self.on_clicked()
    def on_clicked(self):
        dialog = MyDialog(self)
        result = dialog.exec_()
if __name__ == '__main__':
    app = QtGui.QApplication(sys.argv)
    main = Widget()
    main.show()
    sys.exit(app.exec_())