Something I've noticed that a lot of people do in Windows is click Apply and then OK.  While trying to find a solution to my Kensington mouse problem, I saw some posted instructions that explicitly said to click Apply and then OK.

What surprises me most is how many developers I've seen do this.  When there are 3 buttons, OK, Cancel and Apply, everyone knows that clicking OK will also Apply the changes, right?  Save yourself 2 seconds and just click OK.