nqmacs sometimes uses windows dialog boxes for selction of files and directories. However, they are useless in some cases. When I try Menu:Tools->Compare (Ediff)->Two Directories ... then how can I select a directory in this dialog? It doesn't take a directory but waits for me to choose a file. Clicking to open a dir just descends to this dir.
The win32 Emacs 21.3 release from ftp.gnu.org does not use dialog boxes but displays the dialog in the minibuffer (as usual to me) and this works pretty good.
So I'd vote for compiling nqmacs without those annoying windows dialogs, if possible.
I didn't think it is as simple as that: just set the variable 'use-file-dialog' to nil and feel good again.