It seems that mouse clicks bypass the modality of modal dialogs.
This is easy to duplicate: Using the Juce Demo (and of course the latest tip), bring up the Widgets demo page, then under “click for a popup menu…” open the “File chooser dialogs / Juce dialogs / ‘Load’ file browser”.
In most cases, the Juce Demo! window is, as expected, now inactive because of the modal dialog window. But click on a child component of the Juce Demo! dialog, such as the “0.0 degrees rotation” control, and said component gets the focus and becomes editable. You can actually do all kinds of bad things with this: under the “misc widgets” page, for example, you can drag the “drag this box onto the desktop” around whilst the modal dialog is still open.
I’ve so far only tested this on Mac OS X 10.6, but if it helps, I can see if it manifests on other platforms.