You can do so yourself by overriding the default design of the dialog which is defined by the popin.html file included in the platform (you can find it in the studio installation under plugins/tersus.appserver_<version>/DefaultWebApp or in the server's root folder).
To override this design, you can create an application-specific copy of the file, edited so that the header part removed (or commented out, as in the following popin.html ), and place it in the application's web folder. Doing so will remove the default header from all dialogs in your application, and you can now explicitly model your own header, including a 'close' image of your choice with an <On Click> inside it to handle closing the dialog (using Close Window).
Note that if you do not wish to override the default for all dialogs, but just for specific ones, you can rename web/popin.html to something else (e.g. altDialog.html), and add an html.templateURL property to the dialog(s) you wish to change containing altDialog.html as the shared value.
For best results, use the Firefox browser..