Hello!
There are several things you can do:
1.
Windows Live Gallery - This is the note gadget for windows gadgets.
2.
Use Google Dekstop. I trust my life to this thing, and when you double hit CTRL, you can search your entire computer in seconds (a bit like the spotlight in mac)
3.
Stickies. I use this thing all the time. It has keyboard shortcuts for easily creating a new note.
(4. Yahoo Gadgets) I don't like this one, but it works and you have a "Dashboard" mode, maybe even more useful.
Good Luck!
Martin