It's not easy to do. Maybe if more people ask for it... :-)
It'd be really nice if the "keep remote directory synchronised" window wern't modal (so I could still use the rest of WinSCP while it was open).
I dunno how easy it would be to implement - I guess its more complicated than just making the remote synchronisation window modeless. It's a right bugger though, having to stop the remote synchronisation, go a few directories in, delete a file, come back out and restart the synchronisation again!
While I'm here - fantastic piece of software Martin! :D