This is minor, but I wanted to note it nonetheless:
In the Enhanced music dialog box (when trying to load an NSF file for a DMap) in ZQ, the last line in the box cannot be clicked on. This wouldn't be too much of an issue except that the last line is often something starting with 'Z', which is where you're trying to navigate in many cases.
To be clear, say you're trying to click on a file or a folder and it's the last line in the dialog, it can't be selected. A simple workaround is to click the next-to-last one and then use the keyboard's arrow key to go down to the last one, and then the enter key to click it. It only doesn't select with a mouse key.
I only can test this on Windows XP, so your mileage may vary.