README.keystrokes: mention nxdialog

doc/nxagent/README.keystrokes

@@ -69,14 +69,24 @@ keybindings.
 
 If an attribute occurs more than once in a line the last one wins.
 
+Some of the actions can open a dialog window. Depending on the user's
+answer the selected action will be taken. Some actions will only show
+a dialog informing the user about the taken action. All these dialogs
+will only work if the nxagent/x2goagent process has a properly
+configured NX_CLIENT environment variable pointing to an executable
+(like nxdialog) that is responsible for showing the dialogs and taking
+the action(s). If that executable cannot be run no dialog will show up
+and no action will be taken.
+
 List of possible 'action' attributes:
 -------------------------------------
 
 close_session
-  This terminates the session. If a proper helper is available
-  (NX_CLIENT environment variable point to e.g. nxdialog path) this
-  will ask the user if he want to suspend or terminate the session,
-  otherwise it will terminate without askting.
+  This terminates the session. If a proper dialog helper is available
+  ask the user if he wants to disconnect
+  or terminate the session and then perform the selected
+  action. Without proper helper it will do nothing (except writing an
+  error the session log)
 
 fullscreen
   Switches the client window into or out of fullscreen mode, using
@@ -102,7 +112,9 @@ viewport_scroll_left/up/right/down
   (maximum step size is 200px).
 
 defer
-  Activates/deactivates deferred screen updates.
+  Activates/deactivates deferred screen updates. With a proper
+  dialog helper (see above) it will open a dialog informing the user
+  about the action taken.
 
 ignore
   Ignores the following keystroke, nothing will happen when this