My honors year project has to be cross-platform. So quite often I am required to work on winXP to test if my implementation works seamlessly on all platforms. One feature that I really miss is the ability to mark a window "always on top" that Gnome/KDE/XFCE have. So you could be coding in your favorite IDE in a maximised mode and also have a movie or a notepad frame on the same screen.
There is a nifty little app called pushPin which lets you.. do exactly the same thing in XP/98/ME/NT
Download the app, extract it and run it. You will find a pushpin icon in your taskbar. Right click on any open window frame. You'll see an "Always On top" option.
Who said good things in life aren't free ;)