I guess the shortcuts feature of the XP Windows Desktop Search was too geeky to carry over to Vista? It was what I liked most about it. The ability to type in a short acronym to bring up a file, run a program, navigate to a website or many other actions, from a small area on the taskbar was awesome!
Thankfully, Brandon has made his Start++ program available that gives you the same functionality in Vista. If you are developer, it is a must have.