Paa's code should work.
var pWin = window.openDialg("chrome://myextension/path/options.xul", "name", features);
pWin.addEventListener("prefwindow-event", function(){pWin.alert('prefwindow-event fired')}, false);
pWin.addEventListener("load", function(){
var event = new pWin.CustomEvent("prefwindow-event");
pWin.dispatchEvent(event);
}, false);
if not then try this:
var pWin = window.openDialg("chrome://myextension/path/options.xul", "name", features);
pWin.addEventListener("load", function(){
pWin.addEventListener("prefwindow-event", function(){pWin.alert('prefwindow-event fired')}, false);
var event = new pWin.CustomEvent("prefwindow-event");
pWin.dispatchEvent(event);
}, false);