SteadyState 2.5
A utility to prevent changes to data on hard disks and restrict user accounts. Only for 32-bit versions of Windows XP and Vista. See also the handbook and technical FAQ.
Virtual PC 2007 security update (KB969856) (32-bit and 64-bit)
Other utilities by Microsoft
DirectX 9.0c (February 2010 and June 2010)
The offline installer for DirectX 9.0c. Use the February 2010 version for Windows 2000 and the June 2010 version for Windows XP and Windows Server 2003. Run the downloaded file to extract the installation files, then run dxsetup.exe, then delete the installation files.
Threats and Countermeasures Guide
The companion to the Windows XP Security Guide and Windows Server 2003 Security Guide. Notably, it provides a description of each Windows service.
Fixedsys Excelsior
Not a program, but a font - an expanded version of the Fixedsys font that covers a large part of Unicode.
Taskbar Shuffle
A utility which lets you rearrange the order of buttons on the Windows XP taskbar and close windows by clicking their buttons with the middle mouse button.
WinKey
A utility which lets you use combinations of the Windows logo key and other keys to start programs. Must be started with administrator rights.