|Think about Loose Coupling|
I made a distinction here but perhaps I didn't emphasise it enough. I'm referring to predominantly intranet based applications with more complex tasks than fetch-print.
Given the mechanics of HTTP of course there is a single transaction between client server, much like the user being able to only do one thing with the mouse at a time. Of course the gui on the desktop can self update to a degree that is not possible to the same degree in a browser (unless you want to muck around with (i)frames and refreshes et al). However, that is purely a UI decision based on the restrictions of platform.
Invariably on the gui you may have many dialogs but many are modal by nature or present the user with options to change the context of their task. Photoshop is a good example with its toolbar, layer window and history window. However, the user interacts only with one at a time and returns to the main editing window. Not much different from popups and a session (if you're willing to stretch the analogy at all ;) ).
I have commented further above on page by page instructions and how I feel they only go part of the way. However, the replies so far have all indicated there was no help for the given stage in the desktop app. Perhaps I'm lucky because most dialogs in the software I use have a help button on that dialog and the help opens in context. Ok it wouldn't take much to put a few lines on the dialog as well but in the context of my original meditation - ie trained user, included help and frequent links to help - how necessary are verbose instructions when help is only a click away? This help is still *in process*.
In the more useful of cases, the help will be well designed and also cross-reference other material that the user may need and may even offer references to the manual or to the manufacturers website. Or even a tutorial with screenshots (or sometimes all of them).
Yes, but that is a user decision and not a distinction on the type of application. Some apps (desktop) I may not run maximised and some I may switch depending on screen estate. It should not affect the application per se.
That is down purely to UI design which is just as complex but is, in my opinion, a different area. You choose the ui based on the audience and the platform. How you present is based on those decisions. How the user interacts is then derived from that. Regardless of browser or custom desktop.