It's much more complicated for women I think then for men.
My wife said something to me a few weeks ago that shed some small light on things for me. She said "When men are attracted to a woman, they want to sleep with her, but when women are attracted to a man, they want to marry him." I think this says more about my wife than most women, but I can see her point.
As for me, I'll stick to easy things like differential calculus and predicting the future, and leave understanding women to the experts.
This is just an FYI for guys trying to understand how women think:
As a man, you may wonder why they don't want to ask directly (and why you're told, "Noooooo, you don't have to do that...", then when you DON'T do it, she's hurt and/or angry - because you're supposed to know that she really does want it). A woman enjoys the idea that a man is thinking of her needs and anticipating an opportunity to do something for her (though men aren't always built to think that way); if she has to ask for something directly, she has to accept the idea that he really wasn't thinking of her, and he wasn't looking for an opportunity to do something to please her.
He's probably happy to do it once he knows exactly what it is, but it loses something in the mix when she has to ask.
Why do women need to know someone is considering their needs without their having to ask? Because that's the way women think. When a woman is in love, she's always thinking about what you would enjoy having for dinner, what shirt would look good on you, what would make you deliriously happy for your birthday - and women are good at that because it's their natural state.
To complete the circle - do these things too often, and she thinks you're too feminine and won't be attracted to you anymore.
So you're right, tcostell. It's incredibly conflicted.
I think the key is (for anyone trying to balance it) - if you're trying to impress a woman, once in a while, do some small thing for her that she hasn't asked for. Sit down for five minutes and think about what has made her happy in the past...it can be small, doesn't necessarily have to cost any money - it could be the ten seconds it takes to tell her how you feel about her and really mean it. It could be burning a CD of her favorite songs, or offering to take her shopping to buy her a gift you pick out together.
The thing is just to make her feel cared for and taken care of. Women can take care of themselves to a degree, but they will always need men...and the coolest thing a man can do, once in a while, is let her know he does think about what she needs once in a while.
You know those diamond ads, where the guy surprises the women in the alley in the pouring rain with a gigantic ring? Notice that they don't begin with the woman saying, "I want you to give me a big diamond ring in an alley in the pouring rain." (And, for the record, it doesn't have to be a diamond ring...it could be an Uncle Seth's Pink Cookie or simply surprising her by telling her how incredibly in love with her you are...even if you told her last year. : ))
They are not understandable.