At first I was thinking, no, there is no dialog, but then I realized you must be talking about a settings option.
Enabling the 'Use dialog when renaming collection/changing download or unrar directory' in User Interface settings has resolved my issue. It was previously disabled, since I never realized this is what it did.
Thanks for the tip.
Am I also overlooking an option somewhere to make the same dialog pop-up when opening a NZB from outside Alt.Binz? I only seem to get the dialog when loading a NZB from one of the integrated search engines.