What we did in our project to migrate these kind of modal windows on IE was as follows:-
1) Create a GWT modal dialog with an iframe in it and point this to the url for the window.
2) Add some code to the existing page to talk to the parent GWT window to close the dialog when the user clicks the submit or close button
There are quite a few more details to get it working smoothly but it works well. We also moved the submit/action/cancel buttons out of the legacy page and used GWT to render them. We then call into methods in the iframe when the user clicks on the GWT buttons.
If you need more details I can give you a few tips. Unfortunately I can't share code because we don't use standard GWT widgets.