It is one of those management skills they forget to teach.
While I agree it is always important to correct a wrong or address a problem, how you do it will be the difference in how your employee reacts to it.
I prefer to have a good working relationship and communication going back and forth. This has always gotten me the respect I want and gives then back the same.
Excellent input @dswigle ... Having good working relationship and effective communication with your team is the foundation for any improvement in their performance. Thumbs up :)