A recent article on Arstechnica discusses a recent study performed by Psychology Department of North Carolina State University, that showed users have a tendancy to do what ever it takes to get rid of a dialog box to get back to their task at hand. Most of them would click ok or yes, minimize the dialog, or close the dialog, regardless of the message being displayed. Some of the dialog boxes displayed were real, and some of them were fake (like those popups displayed by webpages posing as an antivirus warning). The response times would indicate that those users aren't really reading those dialog boxes.
So, knowing this, how would this effect your design, and what would you try to do about it (if anything)?