Hi ivanhalen,
While I am not sure what the Times New Roman font has to do with professionalism :), I can tell you how to change that.
That font you see in that dialogue box is actually controlled by your browser's default font - which is set to Times New Roman if you have never adjusted it.
Go into your browser preferences and change to whatever you like. Attached is my preferences screen for Firefox - which as you will see has the default font set to Arial with a size of 12 - so that's what font my dialogue boxes use.
ffscreen2.jpg
If you really wanted to go deeper on this issue, you may be able to find a way to style the dialogue box - but this would not be WebAssist's issue but rather in the FCKEditor files. FCKeditor produces that javascript dialogue box to "inherit" the browser's default font - but you may be able to style it specifically.
Hope this helps,
Brian