98% of the time you never see the dialog, because stuff happens too quickly. The other 2% it's wonderful to be able to watch a transfer go (loading your huge friends list over a modem) or cancel a request (LiveJournal hiccup?). It's probably the part of the program I'm most proud of, even though it (like all of it) kinda sucks.
PS: It's weird to see the needless jabs at Unix users at the end of that article. I see it a lot from Windows/Mac devotees (though less recently from the Mac-o-philes, because now it's always "elegant Unix underpinnings" etc. Though they still manage to stab at GUIs and such). Joel does it a lot, or at least enough that I notice it, but forgive him because he's frustrated with dealing with such an frustrating and useless operating system. :P
(PPS: I have written a lot of Windows code, even some professionally, so I am somewhat justified in saying that.)