One of the worst user interface mistakes is the trap door: it's easy to fall through, but hard or impossible to get out.
One example of a trap door is the Windows XP file association interface. If you right-click a file of type A, select "Open with...", and then select application B, you can choose to check the "Always open with this application" box. It's easy, quick, and forever afterward, double-click a file of type A, application B will try to open it.
Undoing the association (so that no application tries to open the file) requires intimacy with the odious (and dangerous) regedit. This is not a huge practical problem, because you can simply change the association to a different program, but it illustrates the concept.
One particularly nasty example of a trap door is Internet Explorer's saved-password feature. If you have innumerable logins for various websites and services, this can be a great time-saver for those sites where security is relatively unimportant.
But whatever you do, don't save a password you might want to delete someday. Suppose you wanted to login from a different account, or suppose you mistakenly saved a password for your online brokerage or bank account. While IE saves passwords one at a time, it has only one way to delete them: all at once. That's right, there is no way to clear a single password from your list. There are few clearer examples of mental laziness in Microsoft's UI design than requiring you to lose, potentially, dozens of hundreds of saved passwords in order to clear out one that was entered in error.
The only workaround I've been able to think of so far is to change your password in the service temporarily to something else. Then IE will give you the chance to enter and save (or not save) the new password. You can tell IE not to save it, then reinstate your old password with the service.