I've noticed in 10.6 that when I use Exposé in Application Windows mode, it shows me all my windows, not just the ones in the current Space. I always end up clicking on the wrong window and being whisked away to a another Space. To stop that from happening, open Terminal and run these two commands:
$ defaults write com.apple.dock wvous-show-windows-in-other-spaces -bool FALSE
$ killall Dock
From now on, Exposés Application Windows mode will only show windows in the current Space.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090930071112438