To get rid of the dialog that appears when the script finds no records you want to use the Set Error Capture script step, and set it to "On"
You can then use the Get ( FoundCount ) in an If step to display a message of your own, or perform some other task.
So following on from you last post your script would look something like this.
Set Error Capture [On]
Enter Find Mode  // Deselect 'Pause'
Set Field [ TABLE::case# ; "E" ]
Set Field [ TABLE::case# ; "D" ]
Perform Find 
#// Check result and if no records found alert user.
If [ Get ( FoundCount ) = 0 ]
Show Custom Dialog ["Message" ; "No Records Found."]
Enter Browse Mode