Windows Necessities
First off, a general disclaimer and a brief history: of the three OSes I use on a regular basis (Windows, Linux and Mac OS), I started with Windows. Specifically, I started on an IBM Aptiva with Windows 95 (which still runs very well and has never, ever needed to be reinstalled), moved on to a Toshiba Tecra laptop with Windows 98 (which still runs, albeit poorly, after one reinstall), skipped over Windows 2000 (being mostly interested in spending my money on tuition, beer, girls, and food at the time, in that order), and am now the proud owner of a Dell Latitude D620 with Windows XP Professional installed, and I'm working off the third installation of XP Pro now (in the last 7 months). Windows is not my favourite OS, but it's the one with which I have the most familiarity. Disclaimer done.
Sometimes, for whatever reason, Windows just goes wonky and needs to be reinstalled. It has gotten a lot easier for me to reinstall in the last few years (reinstalling Windows 98 was a pain in the neck!) so whenever there's a problem that I can't explain or fix, I wipe and replace. I've got a great laptop, but an out-of-the-Windows-box isn't really of much use to me (sorry Bill Gates). Hence, the Windows Necessities; it's a list of everything I need to be productive on a Windows Machine. And yes, I considered putting Linux as the first item...
Web Browsers
Freshly installed Windows comes without a web browser, so the first thing one needs to do is download one. And before anyone tries to correct me, Internet Explorer certainly does not count as a web browser. However, you'll have to fire it up at least once to get to Firefox and Opera. I use both, to test how things render (and yes, I test how things render in IE as well), but I would consider myself a Firefox user.
Productivity
If you don't want to drop a few hundred dollars on MS Office, take a look at OpenOffice.org. I've been using it for years, and even though there are bugs, there are far less bugs than in MS Office, and it reads MS Office file formats. Then install PDF Creator and easily turn anything that you can print into a pdf.
Being a web developer requires a few more specific tools, so grab a copy of Notepad++ for your text editing needs, FileZilla for FTP, and The GIMP for design and voilà! You have a web design studio on your laptop.
And for CD burning, use ISOrecorder. It's not the most popular choice, but it works, and it works well. It's a minimalistic program, incredibly small and quick, that just works. It will let you turn any folders into an ISO and let you burn any ISO to a disc, without starting up a program (it gets added to the context menu).
Multimedia
Picasa is a simple and effective tool for organizing and editing your photos. Although it's not as powerful as Photoshop or The GIMP, it will do 90% of the photoediting you'll ever need to do, and it does it quickly and easily.
If you want a media player that will play any kind of video with no hassle, try out VLC, which consumes almost any media type thrown at it. For music, though, I prefer MusikCube, which is an iTunes ripoff without the music store. Somehow, though, it's less agravating than iTunes. It should be noted that, although I like Macs well enough, I thoroughly detest iTunes.
Communication and Others
Gaim is hard to beat for a chat program; you can connect to MSN, AIM, Yahoo, GTalk, Jabber, ICQ, and IRC. Thunderbird is a fairly light weight, but full featured email client (although I only use it to backup my Gmail inbox) and I've had a lot of success with AVG Anti-virus for keeping my computer healthy. Rounding out communication is Bit Torrent which is incredibly useful for downloading large files. Specifically, I'd recommend downloading Ubuntu 6.10 and giving that a whirl. It'll be easier than you think.