I don't think this is possible, you're probably going to have to use a modal box of some sort. Check out jQuery UI's modal box at http://jqueryui.com/demos/dialog/
Ya, you're probably going to have to settle for a modal... although you could style it to look pretty much the same. Although it would be limited to being within the parent window. But if you're ok with that, use a modal (jQuery's or whatever) and then just style it to look like what you're going for.
Unfortunately you can not have an input dialog box like that. You will have to settle for a modal dialog box which can use styling.
Have a look at these example:
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