When you use Start / Run and type a UNC path, like \\<Server Name>\<Share Name>, and press OK or Enter, error messages that used to appear may be hidden behind a new window that you gave focus.

This foreground / background behavior was changed in Windows Server 2003, Windows 2000 server with SP4, and Windows XP with SP1.

To workaround this behavior, DO NOT change focus (switch to another window), or minimize all windows, while you wait for Windows to make the connect to the UNC path.