[Xabi]

pawn Code:

#define SPAWN1_NAME "Los Santos"
#define SPAWN2_NAME "Las Venturas"

new string[128];
format(string, sizeof(string), "%s\n%s", SPAWN1_NAME, SPAWN2_NAME);
ShowPlayerDialog(playerid, 1, DIALOG_STYLE_LIST, "Spawn", string, "Ok", "");

That should work.