If you are a keyboard fiend (I know that I am), you prefer to use the keyboard over the mouse whenever possible. While Windows does have a keyboard equivalent for nearly everything in its UI, there are some keyboard shortcuts that are hard to find, or just aren’t really known about at all. Enter the Microsoft Keyboard Assistance page. It lists the keyboard shortcuts for Windows, IE, Office, and other Microsoft apps.
On a semi-related note, if you want to open up your My Documents folder in a hurry, open up the Run dialog (Windows Key + R), type in “my documents”, and press enter (via Kevin Dente). It can’t get much faster than that.