I was surprised to see the answers to this question. As I was going through our application messages (warnings, errors, confirmations, etc.), I was sure I didn't need to put a period (full-stop) at the end. Now I am confused. I'm all about proper grammar and syntax and I never type even popular abbreviations in my messages, but this is a different story. To me, a sentence is required to end with a period to distinguish it from the next sentence in a paragraph. If the sentence is only one, and short one at that (e.g. "Error while downloading file"), why do we need a period at the end? If you have Growl-type notifications, the sentences are already enclosed in a dialog box. This is not poetry or literature, these are just short-lived notifications.
Not to mention the following: http://www.newrepublic.com/article/115726/period-our-simplest-punctuation-mark-has-become-sign-anger
Oh, and in the example mentioned by Bart, there are 2 or 3 parts indeed, and the answer is clear, but what if you have only one sentence, no titles or anything else?