Here's something that I love doing on my machines that may be of use to people. I like to start programs from the Run dialog. I start Internet Explorer by pressing Win+R to open the Run dialog and then typing "iexplore" and pressing Enter. I open a lot of stuff from the Run dialog. But, by default, you can't open Winamp from the Run dialog, because it's buried in C:\Program Files, and Windows doesn't search your entire hard drive whenever you type something in there. So, here's what you do.
Open the Registry Editor. (If you don't know how to do that, you should probably stop now.)
Find the key HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\App Paths. Create a key under that with the name "winamp.exe" (or the name of any EXE you like). Go to the new key, and set the (Default) value to the full path to that program: "C:\Program Files\Winamp\Winamp.exe".
And that's it. Now you can start Winamp with Win+R, "winamp," Enter. Of course, I generally start Winamp now by pressing the "My Music" key on my wonderful keyboard, but sometimes I find myself using the Run dialog for old time's sake.