how to get pop up to play with other widgets

I was wondering how this can be accomplished. I didn't see a way to indicate it in the pop settings. It's not even an actual widget (understandable so), but I wanted to put wpmu's newsletter sign up in it and possible something else. I also wanted to make this so that a person can tick do not show me this pop again or it can autodetect a new user versus returning but main thing is displaying widgets inside of it.