Windows 7 has tons of shortcuts built in. One really nifty one is "Jump Lists." Jump Lists bring up lists of frequently used functions within a Taskbar item.
For example, let's say you've "pinned" Windows Media Player to your Taskbar (here's how to pin items). Instead of rooting around your hard drive, looking for the last album you were playing, simply right-click on the Windows Media Player icon and a list will appear of your most recent activities (shown at top). Left-click on the item you want.
In my case, I simply click on the top icon and my favorite Internet jazz station (the icon "wbgo_8000.asx") is loaded. No more visiting the website, clicking on the "Listen Live" link, and waiting for the station to load. Jump Lists can be big time-savers.
(By the way, the website is www.wbgo.org. If you like classic jazz, this is a great station. Lots of Miles, Dizzy, Bird, Monk, Brubeck, etc. I'm addicted to it.)