Unfortunately, this window was disabled. The minimise and maximise controles were enabled, but the "OK" button was disabled. I couldn't get rid of it. Until now...
Add the "Quit Finder" item to your Finder using one of the hints found on this site. Then, quit the Finder. It will tell you that there are some operations in progress and it can't quit. Simply click the "OK" button and the disabled message window is brought to the front and enabled, ready for dismissing!
Note: I *have* tried the "Bring All to Front" menu item, but it didn't work.

