Currently, once you open a column chooser dialog there is no way to close it other than clicking the close button.  I would like the ability to autoclose it when it loses focus or is no longer the active control.  Basically you can minimize every window on the screen you opened the column chooser dialog on and there it is still on your desktop.  If you click on the grid, it doesn't close, if you click on a form, it doesn't close.