In order of elegance - least to more:
1) Define all the styles you'll ever use in your template dwt file.
Benefit: They'll be there when you need them.
Detriment: They'll be there when you DON'T need them (drawing BLOAT). Worse, they'll be there when you REALLY DON'T want them.
2) If you block insert drawing(s) containing one or more defined mlinestyles they'll be defined in the new drawing.
Benefit: Probably the easiest way around the dialog box programatically. (Quickest solution)
Detriment: Klunky solution. Generally leads to either lots of block files to maintain or, if more mlinestyles are defined per block, we're back to BLOAT again.
3) Check out the dxf-style coding in some of your .mln files (readable in a text editor), and, in conjunction with the .dxf group code documentation in the HELP files, figure out how a mlinestyle is actually defined. Then you could create your own "mlinestyle definition" file, in the form of a nested association list, perhaps, that could be used to create the mlinestyles programatically, on the fly, on an as-needed basis. I don't know what higher level vlisp functions could be used for this, but the core AutoLISP functions in R14 were sufficient for this task. And it has continued to work well for us to the present day.
Benefit: One reasonably small editable definition file (association list) can likely handle all your styles and more styles can be added to as the need dictates. Fast. No mlinestyle dialog box - ever again. I can't even remember the last time I saw that thing.
Detriment: Homework and "some assembly" required.
(Uphill solution, but the payback is grand)
4) MOST ELEGANT method? (Likely far beyond my current programming abilities.)
Here is a link to some code that may be of some help, should you choose what's behind Door #3:
http://xarch.tu-graz.ac.at/autocad/stdlib/ENTMAKE.LSP
A function using said association definition list to ENTMAKE an MLINESTYLE can be found near the end of the file.
Additional information may be found here:
http://xarch.tu-graz.ac.at/autocad/stdlib/docs/STDLIB.HLP
hth,
David Kozina