RJH Extensions is a spiffy little program that does what I have been wanting XP to do for quite some time now.  It's a shell extension, so it adds a few options when you right click a file or folder.  I disabled most of the options, but kept the two that I really like; Shred and Dos Prompt.

    When you right click on a file and click the Shred option, the file is deleted.  Instead of simply sending it to the recycle bin, it actually zero's out the data.  Deleting something in the normal way will leave the data on your hard drive and simply delete the entry for it in your File Allocation Table (like the computers master index).  So even though your data still exists, it simply doesn't show up anymore.  Someone who knows what they are doing can recover the data very easily.  Shred is the only way to go for deleting data.

    The DOS prompt shell extension is very useful as well.  By right clicking a folder in explorer and clicking DOS Prompt, you will get a dos prompt opened in that location.  In the olden days you would have to open a dos prompt, and then enter the directory manually (which can be a pain with these long folder names that are allowed in XP). 

    RJH Extensions is freeware, and comes with a little utility that allows you to choose which options show up in your right click menu.  Go get it and impress your friends already.