Helpful tip: You can choose the first dialog option by hitting ctrl-F1. You can choose the second dialog option by hitting ctrl-F2.
Since the "correct" option to get through dialog is almost always the first option, you can zip through lots of dialog just by holding down the control key and hitting F1 a bunch of times.
If there is too much dialog for you to be willing to use that option, then the next alternative that you'll want is probably alt-F4.