This dialog serves many purposes. If you've selected 'Never Show Again' from the notification icon menu and you're viewing a snapshot scrapbook (for example) then this dialog will appear allowing you to select one or more of the pictures to never show again. Alternatively if you're trying to view one of those snapshots and have chosen 'View Current Picture' from the notification icon menu, then this dialog will appear and allow you to select whichever picture you'd like to see.
Simply double-click or select the picture(s) and click the 'OK' button!
See also:
The Notification Icon Control Menu