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http://www.chakkaradeep.com/post/Using-the-SharePoint-2010-Modal-Dialog.aspx is a good example.

Basically you create the Modal dialog like so...

//Dialog Opening
function OpenDialog() {
    var options = SP.UI.$create_DialogOptions();
    options.url = '/_layouts/mySolution/myPage.aspx';
    options.width = 500;
    options.height = 400;
    options.dialogReturnValueCallback = Function.createDelegate(null, CloseCallback);
    SP.UI.ModalDialog.showModalDialog(options);
}

and then make the return function like this...

// Dialog callback
function CloseCallback(result, target) {
    if (result == SP.UI.DialogResult.OK) {
        // Run OK Code
    }
    if (result == SP.UI.DialogResult.cancel) {
        // Run Cancel Code
    }
}