windows, dialog boxes, and property sheets

["Nancy Mignone" <n_mignone -at- hotmail -dot- com>]

I've read through the Microsoft Manual of Style for Technical Publications 
many times, but I still am not sure when something is a window, or when it 
is a dialog box.
For example,
On the Start menu, click Settings, then click Printers.
In the Printers window (?), double-click the Add Printer icon.
In the Add Printers Wizard dialog box (?), select Network printer server.

What about something like this:
The Add Printer window displays the message: The network printer has been 
successfully installed. Click Finish.

How does one document the message?

Thanks.

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