No semicolons...?:
note = {}
Do[
DialogInput[
DialogNotebook[{
ExpressionCell[Plot[Sin[n x], {x, 0, 2 Pi}], "Output"],
TextCell["Wavy enough? "],
Button["Save", DialogReturn[note = {note, n}]],
DefaultButton["Skip", DialogReturn[]]
}]
],
{n, 10}]
Flatten@note