On Fedora 17 install the menu editor program named alacarte.
yum install alacarte
Launch it and find dia under Graphics and click properties
In the properties window edit the lauch command to include --integrated as shown
Now when you launch Dia you should have nicely integrated, easy to find toolbox.
Thanks for the tip. You can also change it without installing Alacarte by going to the Dia file in /usr/share/applications as root and changing the command there to what you suggest.