Xp does it as well stores recent files in app data, D:\Users\David_Vista\AppData\Roaming\Microsoft\Windows\Recent.
but while playing i found another. its this. D:\Users\David_Vista\Searches. I expect several people have said this but a new thread doesnt hurt. and while cleaning dont forget your cookies and temp file
Supposed to be quick file Cache loading. I you actually look at the files.
Just a side note for people who may have not realised it...
Vista is basically just cheating in a lot of places - All the new "Documents" etc folders that supposedly "replace" the XP ones actually are just shortcuts to those still existing XP folders where the files actually are.