In the Finder, when I do something the Finder has a problem with -- such as copying a file to a directory where a file of the same name exists, or perhaps trying to empty the Trash when a file in it is in use -- I get a little dialog that says Stop or Continue. Good. But unlike Mac OS, I can't hit escape or cmd-. to Stop, or return or enter to Continue.
(BTW, this is still Mac OS X 10.1.5, of course; I am hoping many of my gripes are fixed in 10.2, and I will surely report back.
Update: In the case above, there is no glowing/plusing button, so at least I have a visual clue that I can't hit return or enter. But in some cases -- such as saving a file here in Mozilla -- there is a pulsing button ("Save") and no amount of hitting return or enter will cause the button to be "clicked." That's just Bad.