When a dialogue tag, comes in the middle of a sentence, the dialogue is punctuated like the sentences below.
Try to notice: What words are capitalized? Where are the commas, quotation marks, and other pieces of punctuation?
Then write a sentence of your own with dialogue tags in the middle of the sentence.
"Nancy," she said, "you look very nice today."
"Uhhh," she nervously replied, "why do you need to know?"
"Yes," she whispered, "you do smell bad."
"These chaps are too tight," he complained, "and my boots are too small."