Automatic Updates in XP
One of the stupidest and most absurd interface decisions in Windows XP is the automatic restart that occurs for some Windows updates. It will pop up a dialogue box that says "automatically restarting your computer in 10 seconds", and if you don't stop it in time it'll close all your programs and reboot. It brings horrible images to mind of what might happen if there was an unsaved document up at the time, or a large file transfer going on overnight.
As it is, I've never lost anything important from a reboot, but I have been rather confused when coming back to my computer and finding Ubuntu running instead of Linux. I only figured out today that it must have been due to the automatic restarts, so I looked up a way to turn it off. If you care about the health of your computer, you might want to change this setting as well.
( instructions )