How do you create a "modal dialog" in X11?

[Igor Chudov <igor chudov com>]

Mildly related... I want to create a "modal dialog", like the "Save
As" dialog in Firefox. This dialog would not allow any clicking
outside of it _in the current application_, but would not intercept
any activities outside of the current application. 

How can I do so?

Thanks a LOT for this, I am getting totally desperate, thanks guys!

i