WinSCP version 4.1.0 (Build 375). (Also in 4.0.7; I installed the beta just to be sure it hadn't changed.)
OS: Vista Ultimate, SP1; UAC is enabled.
Mode: "Commander" (two-pane) style.
Protocol: FTP primarily, but also seen with SCP.
Symptom: after a timeout, I will often actually be done with the server and click OK rather than reconnect, then close the login box as well. This leaves the two-pane file transfer window behind (now showing only the local files). When I try to close that, it is non-responsive and must be force-quit.
I suspect that an appropriate fix might be for the "OK" box on the lost connection dialog to also close the file transfer window.
As there is no communication with a server at the time of the problem, I'm not emailing a log, but I certainly can if it would help. I could also file a bug in the tracker if that is more appropriate. (I have asked for notification of replies.)