If you've already boarded the Vista train, here is a very nifty addition to make to the Search bar: Search++.
I'm now enjoying some play phil collins while I write this - the commands and their usage are very simple to figure out. Adding new searches is very easy well - here's an example.
- Shortcut: msdn
- Command: http://search.msdn.microsoft.com/search/default.aspx?query=%+
And I'm done. Now typing msdn DataSet on my Start Search bar brings the right results in a browser. Nifty!