This a great collection of normally-one-tasked programs not-so-officially released by Microsoft. Check out this list. TweakUI would be my favourite. It has a million options inside!
I like how it enables Classic Search for Explorer. I don't know why but the standard search with that cute dog jumping about somehow can't find files sometimes. Classic Search is the no-frills version which seems to work much better. Loads quicker too.
There are a lot of settings related to IE, Explorer, My Computer, the Desktop and some of the other main parts of Windows. Try it out.