Under the Hood: Understanding, Tweaking, and Troubleshooting Your Computer
http://www.processlibrary.com/   Windows Processes Library. Recently featured on http://www.lifehacker.com/ (my favorite site)

http://www.tweakguides.com/  Large collection of informative and clear guides for tweaking Windows XP and performing general system optimization, as well as tweak and troubleshooting guides for a wide range of PC games.

http://www.microsoft.com/technet/sysinternals/default.mspx  Sysinternals utilities to help you manage, troubleshoot and diagnose your Windows systems and applications. Includes a BSOD screensaver.

Assorted Security Resources
http://www.realvnc.com/VNC stands for Virtual Network Computing. It is remote control software which allows you to view and interact with one computer (the "server") using a simple program (the "viewer") on another computer anywhere on the Internet. Free,GNU General Public License.

http://insecure.org/  Nmap Security Scanner. Same one used in The Matrix ReLoaded. Audit your network security before the bad guys do!

http://www.hackerwhacker.com/freetools.php Security checks for your computer.

http://www.dshield.org/Distributed Intrusion Detection System. Check to see if your computer was cracked.

Free Anti-virus / anti-spyware Tools
http://www.emsisoft.com/en/software/free/  Emsi Software provides their Malware scanner "a-squared" free for private use.

http://free.grisoft.com/ Grisoft's AVG Anti-Virus Free Edition. Free for private use. This is what I have used for years. It WORKS.

More Security Sites 
http://securitywizardry.com/ cool looking and useful.

http://www.securityfocus.com/columnists/220   A Home User's Security Checklist for Windows. Article and Checklist. Very handy.