Just a quick note... If you don't use Sysinternals tools, you must not be programming anything important.  Its the be-all, end-all of windoze troubleshooting tools. 

But sometimes getting those tools where you need them is inconvenient.  For instance, say you need to use Process Monitor to figure out why your ASP.NET website is bombing out during the compilation phase on a production server.  The error logs won't help you; all you get is a FNF without the filename that wasn't found in the error message (thanks, framework guys!).

You're connected to the server over an RDP.  How do you get procmon on the server?  You can Google the addy for Sysinternals and then click through a few pages to download it.  Of course, you'll have to specifically allow every page you have to click through due to the extended security on the 2k3 box.  Or you might find port 80 is blocked completely by the client's corporate firewall. 

You could then try to copy it over the RDP... OOPS!  You forgot to set up disk and desktop sharing.  Or maybe you're bandwidth to the server is a 1/2 inch diameter pipe due to some stringent QoS settings.

Well, the Sysinternals guys just made it a whole lot easier.  They set up a network share on the internets.

\\live.sysinternals.com\tools

You can open it up in any Explorer window like any other network share, as long as you can get to the internet.  You can download the apps directly by copying them, or just run them over the share.  For example, open a cmd window and run Filemon directly:

\\live.sysinternals.com\tools\filemon.exe

Its just that bad-ass.