A friend of mine just asked me why some of the menu selections in OS X have dot-dot-dot after them and others do not. The answer is simple and is not isolated to just OS X.
An ellipsis (or dot-dot-dot) is frequently used in grammar to represent a pause or a continuation.
If found in a menu, it also suggests there is more to come.
Specifically, clicking a menu selection that has an ellipse will typically open a dialog box to allow you to input more information.
Check out this example of the firefox drop down File menu in OS X to see an example of this.
Clicking any of the selections with a dot-dot-dot will open a dialog box that contains more choices. Any selections without this will immediately act without opening a dialog box.
Interestingly, this is not an OS X only phenomena. Many programs and other operating systems use this style as well. For example, XP does not use this system but google’s picasa does.
Congrats. You now have another piece of interesting computer trivia locked inside your skull.