Without seeing any of your code, this is what i can suggest:
Before the For Next loop, disable OnEventMode and create the GUI with the controls and such.
Then when the gui is needed within the For Next loop, "call it into play" but showing it (duh ) and have a While Wend loop within your for next loop to handle anything like that.
E.g.
$Opt = Opt("GUIOnEventMode", 0)
;Create GUI and controls here
For $i = 1 To $Var
; do your stuff here
If $Somethinghappened Then
GUISetState(@SW_SHOW)
While 1
$Msg = GUIGetMsg()
Switch $Msg
Case $A_Button
;do stuff
Case $Another_Button
;do stuff
Case -3 ;close button
ExitLoop
EndSwitch
WEnd
EndIf
;continue doing stuff if needed
Next
Opt("GUIOnEventMode", $Opt)
That *should* work, didn't test it though >_<
*EDIT* Didn't see this was 2 years old, hope it can still help though