Object dialogue disappears

Hi, when i add a mesh cylinder (or other object) at first the add cylinder dialogue appears with options like number of vertices, cap fill type, etc. However the next thing I click usually makes this dialogue disappear, never to be recovered again (by me anyway). Can anyone enlighten me on how to make it appear again? Thanks

These are the initial properties of your object. As soon as you manipulate your object or mesh (e.g. by switching int edit mode) it is uncertain how any changes in the initial properties should be applied. Therefore they disappear. The properties are visible in the Tool box at the bottom or can be brought to the foreground with F6.