I recently got converted to XP (from NT) at work. Included in that was a screenshot program that has a plug-in for use in all of the MS Office applications. So now every time I open a Word, Excel, or Powerpoint document, I get this little dialog box asking if it's OK to install the plug-in. That's a little annoying, but bearable.
But when I open it from Windows Explorer (the analog to the Finder for you Mac people), I get a second dialog box placed on top of the first. Rather than explain it, here is a screenshot:

So then I have to click on the overlapping dialog box that says, essentially, "Hey - there's a dialog box under me!", before I can dispense with the original dialog box.
What gets me is that someone had to put this into the operating system to have it behave this way. Someone thought this would be a good idea. I'm sure there's a good, logical reason why it behaves this way. Probably Excel reported back to Windows that the file didn't finish opening, so Windows wanted to tell me about it. I don't know why I'd need to know that, since I hope I would notice if the file opened or not. Maybe it's in case I forgot I tried to open it.
I have to use Windows XP for my job. I get to use the Mac OS at home. Thank goodness.