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The UI rule according the MS is that if a dialog box interrupts the task (by
asking for more info, for example) then you include 'em. If clicking the
menu item or button immediately accomplishes the intended task, don't
include 'em.
This explains why a Properties menu item does NOT, because the task itself
is accessing/viewing properties, so nothing is interrupted. I don't know
what cruel person came up with this guideline :-) but we do follow it when
creating Windows software.