OS X has a focus problem. It’s easier to explain with the following screen capture:

I’ve left out the menu bar and the Dock, just to emphasize the following point: which window is in focus? The terminal window or the finder dialogue? If you hit the “enter” key, do you get a newline in the Terminal, or do you acknowledge the “unsafe device removal” message?

Of course, you enter a newline in the terminal. This is but one example of the madness, and it seems to be worse in Lion than it was in previous releases of OS X.