The Open and Save file dialog in Windows is not really optimized and Microsoft somehow misses to improve that dialog with every release of a new Windows operating system. Saving different file types in different folders always means to click through your folder structure whenever the file type changes which puts a strain on the right (or left) trigger finger.
Move MyDocuments to another drive
Microsoft tried to enhance Windows XP by adding a central folder for user data which is called MyDocuments which is the default place for save games, pictures, music and everything else that is user related. The default location has some disadvantages though. First, it adds another folder that has to be backed up if you do backup your data regularly.
Change all the icons that you want in windows
The freeware IconX makes it possible to change any icon that you can get your hands on in Windows. It takes care of file type and specific files, folders and even drives. The installation is pretty simple. Download the IconX software and right-click IconX.inf and select install to install the shell extension. Please note that you need to write the author to receive a validation code because the software was shareware and is now freeware.

