What does a checkbox that is filled mean in Windows?

windows

It means some options of the subtree of options of that option are selected or that the box is checked for some of the objects.

E.g. when using a single properties dialog for multiple files. If you select files one, two and three, and only two and three are "read-only", the checkbox will look like that. However, if you select only two and three, the checkbox will look checked. If you select only one, the checkbox will be unchecked.

Sometimes an option tree is used like the one below.

[] My meal
    [] Sandwich
        [] Bread
        [] Cheese
        [] Butter
    [] Drink

So if all options below "My meal" are checked, so will "My meal". But if only one is not (doesn't matter if it's "Sandwich" as a whole or just a sub option of "Sandwich"), "My meal" will be like on your screen shot.

Programmatically speaking, There are 3 states to a Check Box - Checked, Unchecked and Indeterminate.

Checked - All items satisfy the criteria.
Unchecked - No item satisfies the criteria.
Indeterminate - Some of the items satisfy the criteria, or it's unknown whether the box should be checked or not.

Example - http://msdn.microsoft.com/en-us/library/ms743611(v=vs.85).aspx

The following graphics illustrate the three states of a CheckBox. The graphics show a dialog that shows the properties of files in an application called accesstext. The attributes of the files are indicated with a CheckBox. In the first graphic the file is Read-only (CheckBox is checked) and the second is Read\Write (CheckBox is unchecked). In the first two graphics the information concerns only one file Pane1 but the third graphic concerns all the files in the accesstext application. Some of the files are Read-only and some are Read\Write the attributes for the entire application cannot be determined (CheckBox is null).

Checked

Checked