I've noticed that dialogs (e.g. the layer dialog) and other floating stuff are open in different windows, so it gets uncomfortable switching from window to window. Maybe I've not made proper configuration. How can I get all dialogs to be integrated with the main window? Help would be appreciated. God bless you.

Make yourself a favour and start learning what inkscape can do in version you are using, because the new 0.46 will have what you want and much more.