Yes, I concur with NEWT. What is normally done is people store the dhalia tubers in a cool dark place for the winter (usually in peat). However, the harvesting of peat is very large environmental problem and therefore I'll recommend that you use cocoa bean hulls or some other alternative.
You can research peat alternatives with google if you can't find cocoa hulls.
(Cocoa hulls usually come in the form of a brick so, you would have to break the brick up(don't wet it or the tubers will rot over winter).