I discovered Microsoft Power Toys when I was working on my thesis. I was working with a lot of large data files and I wanted to be able to zip them easily. I installed GZip for Windows sine I was used to working with gzip under Linux. But I had a problem that in order to use gzip you need to open a DOS prompt in the folder you want to zip the files in.
One of the power toys on the above website, and there are 15 of them, is called “Open Command Window Here”. I installed it and it worked great. You just right click on any folder, and you now get an option to open the command window so that the working directory is that folder. I found it very useful over the last couple of years.
Another power toy I use regularly is called Virtual Desktop Manager. It mimics Linux’s multiple desktops, and its really good if you’re working with a lot of windows open at the same time.
There are also other power toys that let you extensively tweak XP configuration and do many other interesting things.