Do you often get these dialog boxes opening drawings in AutoCAD and for some reason just want to cancel them. Here comes the solution for the problem.
Now you can have this dialog box closed automatically with CloseShapeDialog.
Download this freeware CloseShapeDialog.zip. Extract it and run CloseShapeDialog.exe. After this you will find the “Select Shape File” dialog boxes canceled. You can try with the included shape.dwg file.
Warning! There is of course a reason for this dialog box that asks for a missing shape font (SHX file). If you dismiss this dialog box and don’t use the correct shape file the drawing might miss information, text, complex linetypes using shapes. If you got the drawing from someone you may consider to ask them for the file or ask them use eTransmit as it will include these type of external referenced files.
Here is the result running the command on the shape.dwg file that is included with the zip file for the program.
LINETYPE [EM-80KORR] uses SHAPE #  in the file [EM-80KORR]
The following SHAPE FILE is loaded: [ltypeshp.shx]
The following SHAPE FILE is loaded: [EM-80KORR]
Update: German AutoCAD is also supported so dialog boxes named “Symboldatei auswählen” are also closed.