Cancel or Cancel?

I'm not a design guru by any means, but something caught my eye today.

I was on a web screen that gave me the options to click OK or Cancel. Those were the only two choices, which is fine because I was looking at a page that was just displaying my preferences and if I did or didn't make any changes, those were my options. However, when I click "Cancel" I got a popup that said "Do you really want to cancel?" and my options were once again "Ok" and "Cancel."

So, lets recap. Options: "Ok" and "Cancel" - I press "Cancel". Popup: "Ok" and "Cancel".

Now do you see the problem? I pressed "Cancel" the first time, but I have to press "OK" the second time. Why not "Cancel" and "Cancel"?

Granted the question is "Are you sure you want to cancel?" but surely if I didn't make any change there shouldn't be any reason why I'm asked if I am sure I want to cancel.

Note that pressing "OK" doesn't prompt me if I'm sure I want to "OK" the action. It just submits the form and takes me to a completely different page. In other words, I don't get to continue editing my preferences.

Oh well. I guess whoever designed that workflow didn't think anyone would want to cancel their Ok.

-P