From the first day I started using Vista (Vista 64 in my case), I have been frustrated that when I close a properly positioned and sized window (such as a Windows Explorer window) Windows Vista did not remember where I last left the window on my desktop or how big it was. So, for example, despite closing a fully opened window (see picture on left below), say, on my right screen (I have four monitors attached to my Vista machine), the next time I opened that exact same window/program, it would open as a small window on my default middle screen (see right picture below). It would not re-open where or in the state I last closed it.
I have Google-searched high and low since January of 2007 for a solution to this and did not find an answer until Paul Thurrott discussed this at the end of his Windows Weekly 68 podcast last week. He also wrote about it on his SuperSite for Windows here.