Copy Dialog
One of the things that I don't like with the Macintosh OS X. Is the inability to close some dialog boxes. For example, every once in a while I'll insert a data CD or DVD and copy some files to the computer. However, because the disk I insert may have scratches or be slightly damaged the file doesn't get copied.
What ends up happening is that the copy dialog never closes and I am unable to eject the disk. I have to restart Finder, or many times restart the computer to get rid of the dialog and be able to eject the disk.
I thought this would be fixed with Mountain Lion, but I am still encountering this issue. Hopefully some day they will be able to fix this annoying bug.