The dialog box appears when there is no file path defined. Make sure to wire in a file path for your datalog file when you open the file reference. You should provide some method for the user to specify the file path unless it is to be used as an internal resource in your program. Simply placing a path control on the front panel and wiring it to your File Open function should do the trick.
You put a File Dialog function in there. You are specifically demanding a file dialog. Just remove it and wire your path directly to the New File function.