This has happened to me a few times and it's really annoying:
I click on a game in the game listing and I click join, and it turns out the game needs a password to join. So I click cancel, and then after the password enter box goes away, the "joining game" box comes up (not the newer one - the one that used to come up before Beta 3), and the box doesn't go away. There's no way to get rid of it, either. Need to alt+esc out (as far as I know).