I hit the “X”, and the contents of the window disappeared (went blank), but the menus remained the same. The cursor remains as an hour glass overtop this window. I restarted the server, and the Define Columns Window comes back, and everything works, so I will leave it like that until you have another idea.
Did the above twice, so it wasn’t a fluke.
I captured screenshots, and could post, if that would be helpful.