I just found out about this today, and I’m using Windows XP for some time now, so I guess there are others people out there who are new to Windows XP and who don’t know about this yet.
Normally windows save files in “My Documents” folder in your C-drive. But when you right-click on it and go to properties, you can change the location where you want windows to save your Documents folder.
I have a partition set up with just windows in it, and all the things I want to keep are in a different partition of the disk. So, as now I’ve moved My Documents to another partition than where I have windows installed I don’t have to worry even if windows screws up. If you ever need to format your C-drive again, your documents will be spared at least.