Hi - the limitations you are seeing are based on limits within InfoPath itself. We can't display dialog boxes in a browser form, even in the code. The object model doesn't allow it. We can't switch views on field changes.
I think the work around I would use is:
Put all the controls on the form in a section.
Put a message to the user with an "okay" button in another section.
If they select the value where you need to display the message, hide the section with all the controls and display the section with the message with the okay button for them to accept the message.
I think this would fill your requirement as well as switching views or dialogs, don't you?