The most annoying thing* about Windows XP, for me, is that to make a new folder in Explorer is far too many clicks. I have to organise work for different magazines and different issues into different folders (one magazine I write for every month is up to issue 50 and a typical feature has 20 screenshots; I need to keep it all organised). And it's find an empty space, right-click, New > Folder when i just want a button on the toolbar. And now, I've got a button on the toolbar without writing a script or makign scary edits to the File Type dialog or turning on the Quick Launch bar. bxNewFolder from http://www.baxbex.com/files/bxnewfolder.exe; free for home use. Simple. Neat. Button!
*NB Not a contest.