Look in your PIP room, you have them pre-installed, balloons that is. You can also make them yourself in popular photo-editing software, such as A***e, which has "brushes" where you can pick about 2 dozen different ones. Those can be saved as a PD-friendly image, such as .png with a transparent background, and brought in to use.
Also, I'm sure DirectorZone would have many.
http://directorzone.cyberlink.com/pdr/#ob:1 HP Envy Phoenix/4thGen i7-4770(4@3.4GHz~turbo>3.9)
Nvidia GTX 960(4GB)/16GB DDR3/
Canon Vixia HV30/HF-M40/HF-M41/HF-G20/Olympus E-PL5.
Tape capture using 6 VCR, TBC-1000, Elite BVP4+, Sony D8 camcorder with TBC.
https://www.facebook.com/BarryAFTT

As Barry suggested I made a quick rectangle with rounded corners in paintnet and saved it as a png with transparent background.

Although not as "cute" as the pop up wobbly video balloons, it works. I tried searching for blank pop up video balloons thinking you can insert the video and then your text over it....

But anyway, pop up balloons are easy otherwise....

__________________________________________
Windows 8 Pro 64 bit

CyberLink PowerDirector 10 Tutorials
PDtoots PowerDirector Tutorials

**NOTICE**
When you are asked to provide a DXDIAG you go the following link and do part "B". Your posted specs are NOT what we are looking for as they tell us nothing. The specs on the box of your computer mean nothing. The DXDIAG shows us how your computer is configured as it runs.

DXDIAG Link

OK, follow-on, dumb question...
When I add a PiP object like the one of the "Dialog" ones, how do I insert the text I want into the dialog "balloon"?

Thanks again!
-AJ

Go into the title room, select the type text you want and put it either in the title track or a track below the text bubble. Double click the text title you just added, edit it to say what you desire, the adjust it's size and position to fit in the text bubble.

You can also adjust the size and position of the text bubble if you need to.

Use a title then overlay it into your balloon.... That's the GREAT thing about almost unlimited tracks now. __________________________________________
Windows 8 Pro 64 bit

CyberLink PowerDirector 10 Tutorials
PDtoots PowerDirector Tutorials

**NOTICE**
When you are asked to provide a DXDIAG you go the following link and do part "B". Your posted specs are NOT what we are looking for as they tell us nothing. The specs on the box of your computer mean nothing. The DXDIAG shows us how your computer is configured as it runs.

DXDIAG Link

If you Google image search "dialog balloon", you'll see hundreds. HP Envy Phoenix/4thGen i7-4770(4@3.4GHz~turbo>3.9)
Nvidia GTX 960(4GB)/16GB DDR3/
Canon Vixia HV30/HF-M40/HF-M41/HF-G20/Olympus E-PL5.
Tape capture using 6 VCR, TBC-1000, Elite BVP4+, Sony D8 camcorder with TBC.
https://www.facebook.com/BarryAFTT

AH! The Title Room is excellent! There's pre-made "Dialogue Balloons"!!!

Perfect.

Thanks all!