Another Windows annoyance

Okay, here's another thing that I hate about Windows. It happens way too often that windows pop up and won't disappear. For example, if you click on the Start button at the start, you may find that it will pop up and remain there, refusing to go away unless you actually select one of its options. It also happens when you click on various taskbar buttons.

This stinks. It also seems to happen a lot more under Vista, but that may just be my misperception.