Task Dialogs. Yes, they're on Vista. We should have them too, if anything because they seem to be a great idea. Huge action buttons (hard to miss with mouse pointers), clear and easy-to-read text, and an API that encourages sane usage.
Yes, I'm aware that we could do the same with (at least) GTK+ buttons with a few layout containers packed in. Now, where's the easy-to-use implementation in a vein similar to the Response abstractions in GTK+?