Xtweaker is an intuitive application that can make Windows function the way that you choose. It is a small, portable utility for tweaking and has many small tweaks.

It can:

Add Msconfig to My Computer

Add Userpasswords2 to Control Panel

Clear pagefile on Shutdown

Add Command Prompt Here to Folder Context Menu

Decrease Delay of Startmenu

Disable Annoying Messages in IE

Disable Indexing Service

Disable Remote Registry Service

Hide the Run as... option from Context Menu

Remove Shared Documents

No Reeboting after Windows Updates

Disable Low Diskspace check.

And the best part of this utility is that it is portable.

Limitations: Requires Microsoft .Net Framework 2.0+ installed.