Total Commander

Screenshot: http://img210.imageshack.us/img210/4748/connect.png

"Connect" either to "Connecting..." or "Connect to:"

I vote for "Connecting...".
Funnily I encountered this message today during a local directory change. Obviously the message is shown after a certain timeout regardless whether the destination is local or remote. In my case the timeout occurred because TC was running from an USB stick. The antivirus program suspected something bad and asked for a decision.

yep, "Connecting..." would definitely make more sense

And it's "Connecting..." by a nose!

bump

"Connecting... Please wait..." sounds even cooler.