Based on the DLP 11.x:
Log into DLP Enforce Server Console, choose 'Agents' --> 'Agent Configuration' --> click to choose your endpoint configuration name --> 'Advanced Agent Settings':
There is an option named 'UI.NO_SCAN.int', the default value is 0.
Change the number other than 0, such as 1, then, the scan dialog will not display.
The configuration on the DLP 10.x is a little different. The 'Advanced Agent Settings' is located under the Server's advanced settings.