Here's a real cool hack I'd love to see (and would certainly use in a plugin I'm going to create soon). It uses ajax and javascript in a way that helps you achieve something that is otherwise a royal pain in the ass. This is exactly what ajax is made for IMO.
When you go to your PM box and want to write a PM to someone, you have to remember the username EXACTLY. If not your whole PM goes to the server, you get an error message. You risk losing the PM. By copying the functionality in Google Suggest:
you type a letter, javascript detects it, makes a call to the server for all members starting with that character in a drop down, type more letters it filters more users.
I have yet to learn enough ajax or javascript to quite make this work in a cross browser compatible manner. But if someone wants to run with the idea, please let me know. I can really use it for what I want to build.
Try doing a hard refresh (ctrl + f5). Short of that how long are you waiting for the pop-up? It takes a second or two to come up, the delay is there to lessen the server load