Disk Cleanup

Disk Cleanup, unlike the others, can be run with other programs open.  If you are going to remove programs, make sure they are closed, and not in the system tray.

Starting Disk Cleanup

Start>>Programs>>Accessories>>System Tools>>Disk Cleanup

Select the Drive, A and B will be floppy drives, C will be your HDD.

Place a check by the files you wish to delete, click view files to view the files in that folder.  When you wish to delete the files, click OK.  If you wish to remove installed programs, or windows components:

You can also access these options from, start>>settings>>control panel>>add/remove programs.
Click Clean Up... to remove optional windows components, such as paint brush, character map, etc...
Click Clean Up... to remove installed programs, such as office programs, games, and other applications etc...