How to deal with look-and-feel differences between standard dialogs and WPF?

Answer 1

Read this article, it will guide you on how to display Vista-style dialogs in WPF.

Answer 2

I am not an expert, but my opinion is that WPF draws all its controls in a scene graph and can apply styles to the controls. The default system dialogs are drawn with GDI and must be styled by GDI. In that screen shot, the system dialog didn't have any WPF looking style attached to it.