It's annoying because you have to hover over a "change password" link to enter it. If password it required on all saves, then it needs to be part of the main form and not in a popup. Also, having a popup for changing password is just bad design to begin with.

That would have been less embarassing/disturbing than asking his mum for a date, since that's who the message was for to begin with.

VB.NET 2003 doesn't have an immediate window like VB6, but I hear they will be adding it back in the next version of VB.NET.