Here's how I implemented the Dialog according to Cristian's example:
In the activity class, I created this method:
    protected Dialog onCreateDialog(int id){
    // show disclaimer....
    // for example, you can show a dialog box... 
    AlertDialog.Builder builder = new AlertDialog.Builder(this);
    builder.setMessage("LEGAL DISCLAIMER: ... ")
           .setCancelable(false)
           .setPositiveButton("Agree", new DialogInterface.OnClickListener() {
               public void onClick(DialogInterface dialog, int id) {
                   // and, if the user accept, you can execute something like this:
                   // We need an Editor object to make preference changes.
                   // All objects are from android.context.Context
                   SharedPreferences settings = getSharedPreferences(PREFS_NAME, 0);
                   SharedPreferences.Editor editor = settings.edit();
                   editor.putBoolean("accepted", true);
                   // Commit the edits!
                   editor.commit();                    
               }
           })
           .setNegativeButton("Disagree", new DialogInterface.OnClickListener() {
               public void onClick(DialogInterface dialog, int id) {
                    nm.cancel(R.notification.running); // cancel the NotificationManager (icon)
                    System.exit(0);
               }
           });
    AlertDialog alert = builder.create();
    return alert;
}
At the beginning of the onCreate() method, I added these lines:
    // Check whether the user has already accepted
    SharedPreferences settings = getSharedPreferences(PREFS_NAME, 0);
    boolean accepted = settings.getBoolean("accepted", false);
    if( accepted ){
        // do what ever you want... for instance:
    }else{
        showDialog(0);
    }
Cheers,
Chris