Windows has a built in encryption scheme known as EFS. You can put the "encrypt" and "decrypt" entries in the context menu and then encrypting a file is only two clicks away.
Sometimes the OS needs additional files after the OS is installed. It normally gets them off the installation CD. This change allows you to get the files from somewhere else like the hard disk.
When you disable the recycle bin in Windows, everything that is deleted will be completely removed from your system and wont go into the temporary holder name "recycle bin".
Outlook Express starts with a cute page to advertise itself. But to some waiting for it is just a pain; "Yeah, so what. Just get on with it!" and you might want to get rid of it.
The following registry edit will put a context menu (right click) item which will drop you into the CLI at the directory you are looking at in Windows Explorer.
One way to is to stop spyware from installing itself by using the 'kill bit' which blocks specific ActiveX controls. It marks that control as incompatible or not runnable.
In some environments, the ability to write data to a removable device is a major security hole. Just like floppy disks, it needs to sometimes be disabled so the hard disk and network are isolated from other storage.