Where Do The Downloads Go?
Do you download software? If so, once you have downloaded and run the installer, you don’t really need it any more. These often massive files set up everything the program needs to run on your system, including writing the needed data to the appropriate folders. That means you essentially have the same stuff twice: one compressed, single-file version and a version that actually runs. Delete the installer. If that makes you uncomfortable in terms of the time required to download the file or not being able to download a new copy of something you paid for, burn it to a disk, and then delete it to free up disk space.
If you download software, video, audio, and other similar files (or torrents for that matter) through an application other than your browser, how many are incomplete and forgotten? All those half songs, books, movies, and so on add up. The safest way to get rid of them is through the software you used to start the download.
If you aren’t sure if that did the trick, the files often hide in Applications Data Folders. In XP, you can find this on the C: (or main Windows) drive: Documents and Settings -> User Name (whatever that is for you) -> Application Data. Find the programs you use to download stuff, and look for folders with names along the lines of “Incomplete."
Be careful deleting stuff in here. It cannot only screw up the way something runs, but the information here is personal: application preferences, saved games, some of your music and pictures, etc. You can reinstall the application, but your stuff will be gone if you don’t have it backed up somewhere.