Just a small tip: If you're trying to open some document that needs MS Document Explorer (dexplore.exe) to read it, if you only have installed Visual Studio 2005 an error will popup ("Unable to find C:\Program Files\Common Files\Microsoft Shared\Help\dexplore.exe" or something similar).
It's simply that Microsoft has changed the directory, now is "\Help 8\dexplore.exe" instead of "\Help\dexplore.exe". Set the correct path and done ;)