I was using AutoCAD 2009 and everything worked fine except hatching.
Activating the command got me.. Well I suspect it got me the dialogue box but I could not see it.. Popped up somwhere outside my screen??
Anyways, I lived with it and had a colleague do all my hatching..
 
Now I installed AutoCAD 2010 and I still have the same problem and it is starting to piss me off.
 
My question is:
How do I reset the location of the hatch pop-up dialogue box?
 

I solved it...
Alt + space + m --> arrowkeys
 
As I thought the pop-up dialogue was "outside" my screen.... Using the above command alowed me to move the dialogue box so it was viewable once again.

For other apps, you can try and set the resolution for your screen higher, and see if you can find the missing window.

...Thnx heaps Bumbi!!!Had the same problem with mine...diag box was definitely "off the screen"..appreciate the rep post...awesome!!!