If you don't get your action quite right the first time (which is perfectly normal when you're starting out), you can go back and edit it; though, honestly, it's usually easier to start over from scratch. That said, the Actions panel's menu has a few commands that can help you whip misbehaving actions into shape:
Record Again. When you choose this option, Photoshop runs through all the steps in the action and opens all the dialog boxes associated with them so you can adjust their settings.
Insert Menu Item. For some unknown reason, you can't record any items in the View and Window menus when you're creating an action, but you can insert them—or any other menu item—using this command, either while you record the action or after. Simply select the step directly above where you want the menu item to go, or, if you want to insert the menu item at the end of the action, select the action's name. Then choose Insert Menu Item from the Actions panel's menu and, in the resulting dialog box, select the item and then click OK. If the menu item pops open a dialog box, Photoshop won't record any settings, so you'll have to enter them when you run the action.
There's no way for you or anyone else running an action to turn off a dialog box that you've added using the Insert Menu Item command (though you can turn off other action dialog boxes—see The Actions Panel), so it's a good way to force whoever is running the action to enter a particular menu's settings. You can use this ...