Cause: The "Volume is busy" dialog spawned from desktop was not connected to any window.
Consequence: An "Untitled window" item appeared on the taskbar.
Fix: Dialog has been set transient for the desktop window and this automatically removes taskbar item.
Result: No item is displayed on the taskbar anymore and the dialog is properly connected with the desktop window. Should user lose this window, clicking on the desktop window (i.e. background) will make the dialog focused again.