One of my favourite productivity tools on OSX is QuickSilver ... a couple of key strokes to launch any application or open any document.
Finally found a Windows app that's almost as good. It's called SlickRun from Bayden Systems.
Rather than catalogue everything on the disk it operates using 'magic words' - predefined and user extensible shortcuts that you type in once hitting a keystroke to activate the app.
It's very cool, and helps ease this issues of moving from one platform to the other. It's also good as it reduces mouse moments to hunt through menus to find an infrequently used app.
I'd like to see it extend to cataloging a la QuickSilver, and maybe offering a list of matched apps and documents - learning preferences from experience, but it's a worthwhile download as it stands