I've noticed that many Microsoft applications will name some buttons with "..." at the end. These buttons always seem to open up a new dialog. There are some buttons, however, that don't have "...", but do open up new dialog.
For example, in Windows XP, when I open a folder's "Properties" dialog from Windows Explorer, there is an "Advanced..." button under the "General" tab. This button, as expected, opens a new dialog. There is also an "Advanced" button under the "Security" tab. This button also opens a new dialog, but this button doesn't end with "...".
To me, this seems inconsistent, but maybe I'm misinterpreting the meaning. Is there any written guidance for using "..." on buttons?