This is a bit of a departure, but here my programmer side comes out...
On my Windows XP laptop there is a neat feature where you can use two monitors (the laptop display and an external monitor) as an extended desktop. Neat. To enable this functionality, there is a tab in the display properties dialog box which features an area where you can move around a couple of boxes so it matches your actual physical monitor arrangement, which you can see below. Great.
So, there is also a check box "Extend my Windows desktop onto this monitor." Note that if you don't extend the desktop, there is absolutely no point in arranging the monitor icons to match your setup. The only reason to do this is so your mouse pointer will move properly between the screens, and your windows will look right if they overlap both screens.
Well what do you think happens if you move the secondary monitor icon around without this box checked? Well, a pop up dialog of course, asking you if you want to check the check box. Of course I want to check the damn check box! There is no point doing what I'm doing if I'm not, eventually, going to check the check box! If the designer had been thinking, or if they had ever tried to use this feature, they should have noticed this.
The proper behavior, I propose, is that the check box should just be checked. It should flash or something, just to make sure I notice, but it should just come on, not ask me to move the mouse to a different part of the screen and press OK (or remember to check the check box before I move the monitor icon). That would minimize user annoyance if they have to use this feature more than, say, twice.
I have a sneaking suspicion that on a Mac, this would work right (or maybe in a more magical way with sparkling lights and a hand job from the nubile Mac fairy). Feh.