If your goal is to make the dialogue boxes completely editable - in other words, give users the option to decide the fonts used throughout the editor, this is done within each skin. For example, you would go to (again, the Mac path is what I have): (user)/Library/Application Support/Adobe/DreamweaverCS4/en_US/Configuration/Shared/WebAssist/RichTextEditor/Source/editor/skins/silver/fck_dialog.css
I chose the silver theme arbitrarily, but you'll get the idea of where the dialog css is. Now, keep in mind -- this location of the file is before it is actually placed into any sites... so a change here would alter the appearance of the skin's dialog boxes in all new deployments. You could, however, go to the same css file, once it is put into the site and make it editable - it would be located at: (from site root) HTMLeditor/editor/skins/silver/fck_dialog.css.