If you like to invoke stuff from the Windows Control panel (those would be referred to as "applets") you can get to them faster than by opening Control Panel. To find the applet you want, just open a CMD console, and type "DIR %WINDIR%\SYSTEM32\*.CPL" Keep in mind that %WINDIR%\SYSTEM32 is usually in the default search PATH. So, for example, you want to modify your Network Connection properties. Instead of clicking to My Network Places, or even worse: Control Panel / Network Connections (don't even get me started about how many clicks it takes on Vista), you can simply click START, then RUN and type NCPA.CPL and hit Enter. Shazzamm!!!!
On Vista, just click the Start "orb" and type NCPA.CPL and hit Enter... Sha-Holy-Crap-Zamm!!
Can you tell I just drank my caffeine too late?