That should be it.
Please double check that you really have a folder mod/dialogue and that there are some files in it (!). You should then go to the main admin page. Just by going to this page the folder should be spotted and the module installed. Even if the folder contents are corrupt the installer should do *something*.
If all else fails, try with debug turned on and check for anything related in your web
server error logs.
Have you checked that the dialogue module is definitely not show in the list at Admin=>Modules? It is not simply hidden (eye closed) or something?