There are some excellent small utilities that the authors are offering for free. I use several of these on a very regular basis.
I just found this site which reviews the more popular ones: Freeware Reviews
My personal favorites -- Microsoft's SyncToy for disk backup Microsoft's TweakUI for fine tuning the XP desktop
Piriform's CCleaner, Defraggler and Recuva
Then there is MediaMonkey, NoteTab and TotallyFreeBurner.
For website design and work, I use FileZilla and NVu. Lots of great stuff out there!