Can we have methods to enable/disable widgets (and contextMenu) which automatically grays and set unclickable ?
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Yes. Definitely a good idea. I will implement this soon (next week or so).
Why in the Frame class the headerHeight is fixed to 20f instead of the Theme value ?
Well, the value from the theme is measured in pixels. And we need a value in HUD-coodinates. This value would have to be converted, which is not possible at this time, since the window has to be added to the HUD before this can be done. I guess, I did this as a don't-know-how-to-do-this--will-fix-this-later thing

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It should be fine if, when it is popped up, the HUDConsole gain focus. Actually we have on click on it before writing commands...
Fixed.
Why the Console commands are located in Jagatoo ?
There are no
Console commands in JAGaToo. There are just Commands, that can be (and are) used in the Console

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Is it possible to add a description method in Console commands?
I have added getText() and getLocalizedText() methods. I used these names to be compatible to the LabeledInputAction interface, which already has these methods and a class must be able to implement both interfaces and should not be forced to implement two methods, that actually do the same.
I advice you to use the getLocalizedText() instead of getText(). It actually returns the result of getText() atm. But I will implement a localization system for these classes in the near future.
Sometime, in my code, I have to execute action on Msgbox close.
So, for my usage, I have slightly modified the Xith original file but I think it could be useful for other users too.
There is already a DialogListener, that alos works for the MsgBox (which is a Dialog). You can use setCloseCommand( ... ) and addDialogListener( ... ). No need for an additional callback system.
And I guess, you just forgot to remove your set-to-black code. It won't definitely be in the MsgBox.DefaultFactory. If you want a black background, set it through the Theme or implement your own, separate MsgBox.Factory class.
Also I was wondering if a kind of InputBox is planned in the future.
If not, as I need it, I have to create it...

I will definitely implement one in the near future (next week or so).
Please update from SVN to get the above fixes.
Marvin