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You can choose whether to have an alert open under the command palette (default), under the palette and in a window in the middle of the screen, or just in a window in the middle of the screen. When the alert opens in the middle of the screen it requires users to click OK to close the alert box. If you choose to open the alert in both the palette and as a separate window, the alert will still remain open under the command palette after the user clicks OK to the window alert.
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