Basically it means that if you display a form by calling Show then call Close will dispose it, while if you display the form by calling ShowDialog calling Close will not dispose it. That's basically so you can use the same form multiple times as a modal dialogue. If you only want to use a dialogue once then you should create it with a Using block, which will also dispose it:
Originally Posted by alim
Using dlg as New DialogueForm
If dlg.ShowDialog() = Windows.Forms.DialogResult.OK Then
'The user clicked OK.
End Using 'The form gets disposed here.