Links
Free Windows security tools
Windump - A free port of Unix TCPDump.
Office XP security tools.
Microsoft's (curiusly named) Baseline Security Advisor.
Windows (Technet) Security Tools
Windows 2000 security tools
Windows XP Security
12 Ghosts - Windows privacy utilities
Some good security tools
Snadboy Revelation - Deciphers forgotten Windows passwords
Winspy - Traces everything you have done on your pc
Tracks Erasor - Erases records of Internet sites you have visited
Tool to lock Windows Control Panel

Miscellaneous
List of un-patched Explorer vulnerabilities
Warning about trusting Microsoft (Interesting article about Microsoft’s possible future intentions.)
Introduction to Windows 2000 Security
Windows discussion forum
Windows-XP Security guide
Windows-XP - user tips
developers.webcamworld.com
Tool to defrag your paging file
Outertech - Cache Manager
Memory optimisation tool
Memory and Paging optimisation tools
Windows performance tweaking guide
Windows-XP Performance tuning guide
Windows Browser tests
Windows Logging and Intrusion Detection Software
Windows XP - Tips and tricks
XP Command line tools (free)
Control Windows XP settings
Recover lost and damaged files
Tools to give more information about programs running on your system

NB: A new breed of security products are appearing from vendors such as Zonelabs which remove Spyware and hacker tools, and anonymise web surfing.