My wife has a deep seated fear of dialog boxes. When they pop up on her PC she stands up and searches for (initially) the children, then if she can't find them she walks upstairs to my home office, interrupts whatever I am doing and marches me back down to her PC to "sort it out". I click OK and walk back upstairs. It is not a great experience for either of us.
Lets face it, dialog boxes in many applications.... suck!
Then I chanced across this article from Ian - a good fun read and a great example of one of the small but very welcome improvements from Vista.