Seems that it is Win7 problem. And related to the fancy minimizing feature with taskbar buttons.
Will not occur if you minimaze with minimaze window button.

Steps:
1. Open Editor. Go to File -> Build Settings.
2. Move mouse to the task bar. And place it on taskbar button of unity editor (wait and you'll see that Build Settings window has lost focus).
3. Click on taskbar button. Editor will be minimized.
4. Maximize editor window. Build Settings window will be still minimized.
5. Go to File -> Build Settings.

Expected:
Build Settings window will appear. Or it should be displayed on step 4

Actual:
Nothing happens

Workaround.
Select another application (browser or something). Open UnityEditor.
Build Settings will appear.