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.