One of the most fun features that we have in this release is this shell extension we setup for folders. See the screen shot:
Just right-click on a folder and choose "Open as Notebook in OneNote" and it opens OneNote.
I really like it for when I am opening and closing a bunch of notebooks at once. Not something you use all of the time but when you want to quickly open a notebook check it out.
Updated for OneNote 2010 here: http://blogs.msdn.com/b/descapa/archive/2010/06/22/open-as-notebook-in-onenote-get-it-back-in-onenote-2010.aspx