If you’ve ever modified a WSS/MOSS master page only to be frustrated that some pages never change their look you'll want to look into a solution to this that Ted Pattison posted on CodePlex. The reason for this disparity is that SharePoint has two master pages: Default.master and Application.master. Default.master is what you'll be editing from within the SharePoint Designer and is something that can be customized from the site definition. Conversely, anything that lives in the _layouts directory are called application pages and cannot be customized for each site. These pages are accessible by any SharePoint site and are usually used for settings pages like /_layouts/settings.aspx. These application pages all point to a master page that is different than the customizable master page and is called application.master. The way Ted's solution works is to intercept the request using an HttpModule and determine if the page is pointing to application.master. If so, it swaps out the reference to default.master instead. I would expect that the next version/service pack should take care of this little nuisance.