In Snow Leopard, the dictionary lookup command (Command + Control + D when a word is highlighted) opens up the results in a new dictionary window every time you use it. If you use this command often and you want to keep one window open and not have new windows clogging up your screen, there's a command you can run that will cause the dictionary lookups to always open in the existing dictionary window.

To get this to work you need to open a Terminal app window and run this command in the terminal:

defaults write com.apple.Dictionary ProhibitNewWindowForRequest -bool TRUE

Once you do this, the dictionary lookups will always open in the same window.