During the creation of a Dashboard, the initial default setting is to use Current Data Table() so that the Dashboard can be run on a different table. When you add a report from a second table, you should see a prompt like this:
If you check the box, both tables will be referenced by name, and the script should run immediately if you have open tables that match the names. There are other options for choosing the tables that can be set by selecting "Show Properties" from the Dashboard Builder red-triangle menu. For each table referenced, there are options for how to set the data table:
The prompt dialog that you are seeing is the "Prompt" option, which is also the fallback solution if the table has not been set through one of the other options.
If you let me know what your settings are and what version of JMP you are running, hopefully that will help me understand why the prompt is coming up in your case.
-Dan