The prompts should definitely not be part of the ViewModel, but this doesn’t necessarily mean that the best solution is to hardcode them in the View (even though that’s a very reasonable first approach).
There are two alternatives that I know of which can reduce coupling between View and ViewModel: using an interaction service, and firing interaction requests. Both are explained very well here; you might want to take a look.
The general idea is that you abstract how asynchronous interactions are done and work with something more similar to event-based logic while at the same time allowing the ViewModel to express that it wants to interact with the user as part of an operation; the net result is that you can document this interaction and unit test it.
Edit: I should add that I have explored using Prism 4 with interaction requests in a prototype project and I was very pleased with the results (with a bit of framework code going you can even specify what’s going to happen on a specific interaction request entirely in XAML!).