You can create the action block by following steps.
First double click on Action Diagram under design tab (In tree structure).
One window will popup name as ACTION DIAGRAM NAMES. Click cancel.
Now look into menu, you will find Diagram TAB.
In diagram TAG click NEW, you will get one popup window give the Action Block name and save.
Thanks a tonn ajay...but i know this way of creating the action block. I want to know that suppose my dialog design screen is open and from that page from one of the proc can i go ahead and make a new action diagram.
please do let me know if u get an answer for this.