Right now the start-up form gives no indication whether you need to click it or double-click it to make things happen (other than having roll-overs that make it look sort-of menu-like, implying a single click). Once clicked, often nothing happens in the UI for a second or more, leaving the user wondering whether it worked.

The cursor should change to a hand (with pointing finger) whenever it is over something where a single click will take an action, and it should change immediately to a wait cursor when the click happens.

That will probably be all you need to do, since the window goes away eventually, and that should change the cursor back to an arrow, but if not, then you also need to make sure the cursor goes back to being an arrow when the operation is completed.