If you’re a more advanced user, then you may want to take a closer look at the settings found behind the Environment Variables button on the Advanced tab. Environment variables are settings such as the file extensions that XP will search for when you don’t provide one from the command line or Run command (for example running calc rather than calc.exe) or a list of file paths that XP should search within when a path is not provided. Both user and system variables can be defined – individual users can configure or edit their own user variables, while only an administrator can configure system-wide variables.
If you’re looking to customize your system with different time-saving shortcuts, then definitely take a closer look at the Environment variables help topic in Help and Support Center, as this particular subject is one that requires a greater deal of understanding to use effectively.