In Ubuntu anyways, the Dialog logical font maps to LucidaSans, whereas in Windows, it maps to Arial. The result of this is you text wont always look proper, or in my case, fit in the specified text box. To fix this, you need to install the Arial font
sudo apt-get install msttcorefonts
and change the font mapping by
sudo nano /usr/lib/jvm/java-6-sun/jre/lib/fontconfig.properties
and change lucidasans to arial in all the dialog mappings.
Other versions of Linux can be fixed the same way, although they might use a different package manager, or might need the fonts to be installed manually.