Hello,
Yes, I was able to reproduce that, but the weird thing is that I could not find a theme that has this margin (for example, Pear theme does not have it too). In any case, I was able to find a workaround that I hope will work fine for you - a div element enclosing your content with padding-top. Example
<ig:WebDialogWindow ID="WebDialogWindow1" runat="server" Width="310px" WindowState="Normal" StyleSetName="Pear" StyleSetPath="~/ig_res"
Height="185px" Left="0" Top="10px" Style="z-index: 30; line-height: normal; padding-bottom: 10px;">
<ContentPane>
<Template>
<div style="padding-top:15px">
</div>
</Template>
</ContentPane>
</ig:WebDialogWindow>
Is this approach applicable in your setup?