Modal dialogs are, unfortunately, quite common in GUI applications. A modal dialog is a dialog (message box, for instance) that blocks the application that popped it until the dialog is closed (answered or dismissed). A variant of a "modal dialog" is a "system-modal dialog", which blocks all applications until the dialog is closed. Fortunately, that one is very rarely used.
So what's wrong with these, you ask? A number of things. Often modal dialogs are used for user-entered information - say, creating a new database record. Information to be entered typically depends on some other information available in the application, but guess what - you can't get to it until you close the dialog. So, you have to close the dialog, find what you need, copy it somewhere else (!!!), and then get back to creating your record. Very convenient, isn't it? It's especially frustrating when the information you need is one dialog below and just needs to be scrolled a little bit - you try, but all you get are error beeps...
That's not all, though - Windows takes it one step further. Under Windows, any application which pops up a modal dialog is automatically brought to the front of all other application windows. Receiving new emails is notorious for this - the "You have new mail" dialog box interrupts whatever you're currently doing, which is especially fun if you're editing a document - whatever you were planning to type in ends up going to the dialog instead of the document.