Here are links to software for MS Windows that I find useful. Almost all of it is free.

WallCalendar

Places a calendar on your desktop... very nice; however, it doesn't support dual monitors and it appears that the developer has abandoned the project [$30 shareware]

ActiveState Perl

A Perl interpreter.

Burnt Cookies

Manages internet cookies. [$5 shareware]

dbPowerAmp

A nice MP3/Ogg Vorbis player with a rated randomization feature that I like.

Ghostscript/Ghostview

A postscript/PDF viewer that will also generate PDF output. Get RedMon and you can print directly to PDF (through ghostview).

Graphviz

A tool for generating graphs (as in mathematical graph theory... not Excel type).

jSpell

A simple spell checker.

Irfanview

A fast image viewer.

Java

Sun's Java distribution.

MetaGraph

Appears to be a promising add on to LaTeX for generating graphics.

MikTeX

An implemenation of LaTeX and supporting tools.

PC-Pine

My favorite email client.

PDFScreen

An add-on to pdfLaTeX for doing presentations.

PowerArchiver

A nice zip/unzip utility. As of version 7.0, this software has become shareware. I would suggest downloading version 6.11 which is still free.

VIM

My favorite text editor. It has a bit of a learning curve though. Unix is a Four Letter Word is one place to look for instructions on how to use it.

GIMP

A powerful Photoshop like image editor.

Dia

A simple drawing package for drawing UML diagrams.

WordNet

I use this for its thesaurus features.

SPAM Motel

Software that allows you to create and control specialized email address that can be terminated when SPAM is sent to them... nice idea.

SPAM Gourmet

A similar service for avoiding SPAM that doesn't require a software download.