You know what would make a great toolbar? One where you could put your favorite applications and documents so that you could open them from any window at any time. Guess what? You can and here's how: click Start, then My Computer. Now right-click the toolbar and then click Links. You now have the Links toolbar on your windows, just like in Internet Explorer. Note: Make sure that Lock the Toolbars is not checked. Click on it to deselect it if it is.
The really cool thing about the Links toolbar is that it's completely customizable. Try this: Navigate to your favorite application and drag and drop its icon to the Links toolbar. You just created a shortcut. Do this again and again for as many applications as you want to appear on the toolbar.