One of the greatest time-wasters using Visual Studio is navigating the Solution Explorer looking for files to open or edit. With multiple projects and more files and folders for each project it just gets worse and worse. So Chris O'Sullivan created this little Visual Studio Plugin to quickly find files to open and edit without leaving the keyboard. Lars Engel has improved it to work with Visual Studio 2003 (and 2005). Be sure to follow the installation instructions on Chris' site.
The free DPack Package offers this functionality as well (besides many other goodies) with a version for Visual Studio 2008 (aka Orcas) in the pipeline and the benefit of enabling the selection of multiple files.
Of course Netbeans has this functionality built-in (Navigate>Go to file..., or Alt-Shift-O) in a fast and functional implementation which also lets you open multiple files in one go. In Eclipse/Aptana/RadRails it's Navigate>Go to>Resource or Alt-Shift-R on the keyboard with only single files selectable. Hope it helps.