cleaner way to write this?

[Paul Rubin]

John Salerno <johnjsal at NOSPAMgmail.com> writes:
> Interesting idea to use try/finally to ensure that dlg.Destroy() runs
> even with a return earlier in the method. 

Note that the code is wrong, the dialog should either be created
outside the while loop, or destroyed inside it.  I don't know wx so
I'm not sure which of those is correct.  But the version I posted
potentially creates multiple dialogs and destroys only one of them.