runOnUiThread(new Runnable() {
    @Override
    public void run() {

        if (!isFinishing()){
            new AlertDialog.Builder(YourActivity.this)
              .setTitle("Your Alert")
              .setMessage("Your Message")
              .setCancelable(false)
              .setPositiveButton("ok", new OnClickListener() {
                  @Override
                  public void onClick(DialogInterface dialog, int which) {
                      // Whatever...
                  }
              }).show();
        }
    }
});