Check out Microsoft Power Toys. These are small programs that integrate into Windows XP. Microsoft engineers created them for fun, and then Microsoft decided to offer them to the public.
There are currently 14 Power Toys available for download. I currently use 3 of them on my computer.
The first one I use is the Alt-Tab Replacement. This PowerToy lets you see a thumbnail preview of the application you are switching to. For those of you who don't know about Alt-Tab: alt-tab allows you to switch between all of your open applications. Normally, you just see the name of the application. This PowerToy also shows you a preview image, which is very useful.
Another one I use is Power Calculator. This is a great replacement for the built in calculator in Windows XP and allows you to graph, evaluate functions, do conversions, and much more.
The PowerToy that I have used the most though, is SyncToy. Synctoy gives you the ability to sync any two directories, folders, or devices. For instance, I use it to sync the files on my school computer with a flash drive that I can take home or use as backup. Instead of copying the entire directory everytime, Synctoy compares the two directories and only updates the new, deleted, or changed files. It is also great to keep your desktop and laptop sync'd if you connect them.
These free applications can help make your life more easy and efficient when using Windows XP.