A few years ago I discovered that the links toolbar is a zillion times better than quick launch. The links toolbar allows you to create folders and group common program shortcuts in them. When you click on a folder a menu appears with all the shortcuts.
IE7 changed the way that works with its improved security: now each time you open a shortcut that's in the links toolbar, it asks you if you really want to open the file. This is pretty annoying and so after doing some searching I found this:
To remove the prompt, enter this in a cmd shell that has Administrative Privileges (Start menu -> type cmd -> hold ctrl+shift, tap enter).
icacls links /setintegritylevel (CI)low
To restore the prompt:
icacls links /setintegritylevel (OI)(CI)low
Thanks to 'Jimmy Brush' for this. This and other tips on his Vista FAQ.