Poorly-Named Dialog Buttons
David's comment on my last post made me think about one of my pet peeves that seems to be pretty common: Cancel buttons that don't really mean cancel.
For example: Open a text file in Notepad. Do a "Replace" (Ctrl+H):
After replacing some text, press the "Cancel" button. What? It didn't cancel my replacement? Oh, I guess "Cancel" really meant "Close."