Only the more complicated dialogs are described here.  You can find information on all the others in the manual.
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The Add and Append dialogs:

These dialogs show up when you choose "Add a New Command File" or "Append a File to Text" from the File Menu.  They look a lot like a standard "Open" dialog, but actually add things to your commands list.  They also give you the option of doing a Smart Merge.  If you leave the Smart Merge option selected, only the descriptions of Control Panels that are actually installed on the computer will be added to the commands list.
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The Preferences Dialog:

The Preferences dialog is divided into four panels: Views, Selection Actions, General and Security.

The Views panel affects what and how things are shown in the commands list.

Check "Alphabetize the List" to sort everything in the commands, otherwise the list will only be alphabetized by the names of the control panels.  If "Alphabetize" is selected, the list will resemble the index of a book, and typing on the keyboard or pushing a keyboard button will move to the appropriate section of the list   If it's turned off, things will be organized as if the Control Panels were chapter headings in a book, with all the choices for each Control Panel appearing below the Control Panel name.  Typing on the keyboard or pushing a keyboard button will move to the Control Panel that starts with that letter.

If "Show Control Panel Names" is selected the names of all the Control Panels will be added to the list.  This is unnecessary if the list is alphabetized, but very useful if it is not.

If you select "Only Show Names", Control Commander will show you a list like the Control Panels submenu in the Apple Menu.  You can also set this from the Styles Menu.

The "Show Disabled Choices" and "Show Unavailable Choices"  checkboxes determine whether or not text describing Control Panels in the "Control Panels (Disabled)" folder, or not on the computer at all (but described in the commands file) show up in the list.

The Selection Actions panel determines what happens when an item in the list is double clicked.

If the "Open the Control Panel" box is checked, the Control Panel will be opened if it is in the "Control Panels" folder.

Selecting the "Even if is disabled" box will tell Control Commander to try to open disabled Control panels.  This may or may not work, depending on the Control Panel.

Check the item "Quit Control Commander" to make the program Quit automatically after opening a Control Panel.  If you check this box, you can still prevent it from quitting by holding down the option key as you click on the list.  Hold down the âŒ˜ key to make  Control Commander quit when you open a Control Panel.
The General panel has two checkboxes.

The "Quit by Closing List Window"  checkbox determines whether Control Commander will quit when you click in close box of the main window.  It has no effect on the behavior of editing windows.  If you check this box, you can still prevent it from quitting by holding down the option key while closing the main window.  Hold down the âŒ˜ key to force  Control Commander to quit when you close the main window.

It normally takes two mouse clicks to select something from a list on the Mac; but only one to select from a Menu.  The "Select by Single Click" box determines how many clicks it takes to pick something from the commands list.

The Security panel offers a bit of protection against unwanted modifications of the commands list.

Deselect the "Enable Importing" box to prevent anyone from  changing the file that holds the commands list.

If the "Enable Editing" box is Not checked, Control Commander behaves as if it doesn't have a built in text editor.  As an example, you would not be able to read this document.  However, you can still add control panel descriptions to the commands file.

There are also two more obscure ways to set the security levels that will override these settings...
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The Text Utilities (Tools) Dialog:

This dialog includes a number of utilities that make writing a Control Panel description file easier.  Here's a description of what they do:
Remove extra tabs and returns:

Removes multiple tabs, spaces, returns, etc. from the text.
Clean up the text:

A "second pass" which removes even more garbage than Clean up the text.
Sort the text by Control Panel name:
Sort the text for each Control Panel:
Sort the keywords lines:

Sort the various portions of the text to make them look pretty.
Unused Keyword popup menu:

Find out if there are any keywords that don't refer to anything in the text.
Delete unused keywords:

Delete all the unused keywords.
Compress invisible keywords:

Compact multiple keywords with the same name.
Put in Standard keywords:

Put in standard keywords for any standard reference numbers that are in the text.
Delete unused reference numbers:

Reference numbers that don't refer to either something in the text or another keyword are unused.
Delete unneeded reference numbers:

A reference number is uneeded if the other numbers in the group refer to everything that it does.  The results of this can be a bit disconcerting, but everything thats needed is still there.
Renumber references:

Make the reference numbers start at 1 and go up from there.
Reference number usage display:

Shows the lowest and highest used reference numbers and the lowest unused number.
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The Color Schemes dialogs:
 
Click on the color you want to change to open the color picker.