Assuming your Dialog box is a userform...
Private Sub ComboBox1_Click()
Sheets(ComboBox1.Text).Select
End Sub
Private Sub UserForm_Initialize()
For Each s In Sheets
ComboBox1.AddItem s.Name
Next
ComboBox1.Text = ActiveSheet.Name
End Sub
You would also need to put something under ThisWorkbook like:
Private Sub Workbook_Open()
UserForm1.Show
End Sub
to get the dialog box to open when the workbook opens. If this doesn't answer your question, ask it again with more detail and I'll give it another try.
K