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If you use Windows, I highly recommend you download the free open source software program Launchy, which you can find here (http://www.launchy.net/).

Once you’ve installed the program, it lets you swiftly launch any other software application on your computer.  Instead of finding the right icon, all you have to do is type Alt-Spacebar, start typing the name of the application, and hit Enter.  Launchy searches through your computer and finds all the applications on it, so as you type it guesses what software you are trying to start.  Often you don’t need to even type the whole name of the application.

This is something that anyone creating an operating system should really have built in.

Update 3/27/08: If you use a Mac, there is a phenomenal piece of software called Quicksilver, which I highly recommend.