Pet hate about Windows: when you open an application, or click around to get an application processing something, then flick to another task to get something else done while it happens, and it keeps grabbing focus even though it hasn’t finished.
Example culprits: Outlook 2003; Internet Explorer 6.
Now hear this, app writers: Maybe you can’t speed up your app so it does its thing faster. That’s okay, I can live with that. I can get on with something else while it thinks about things. What I don’t want to see is that something else interrupted by your splash screen. I don’t want to read your splash screen. I don’t care how nice your logo is or how authoritative your copyright message is. I don’t want my something else interrupted by your half-drawn application window randomly seeking attention while it’s thinking about things. And I don’t want it flashing in the taskbar unless it’s ready for my input.
And for heaven’s sake, if the app is busy, change the goddamn pointer to an hourglass, so I know it’s busy.