Mac is my primary desktop these days and has been for over a year now, and it's still annoying.
Another side effect is the uselessness of the Help menu. What help am I looking at? The application owns the menu, so where's the OS help?
Oh right, it's just all mixed together. When I'm searching for information in some developer tool I'm using, I really enjoy all the arbitrary hits from the OS help about setting up printers, sending E-mail, whatever.