I use both Linux (Ubuntu at home) and Windows (Windows XP at work).

WikidPad
I have found this Personal Wiki software pretty useful (once you get the hang of things). It functions like Notepad only that it allows you to create links between various ‘Notes’ aka WikiWords and thus maintains a hierarchy of documents that you can easily access.

I’m finding myself using it more and more to note down things instead of Notepad++ (which incidentally replaced the default Notepad). That way, all my ‘notes’ are in one location and I only need to start up WikidPad to access them.

Its open source too.

Google Desktop
If you have sufficient RAM on your PC, this would be pretty useful. Hitting Ctrl twice pops up a Google Desktop search bar allowing you to search for items on your computer (or your gmail if you’ve enabled it) and better still, allows you to run applications if you know at least part of the name.