For the love of god Encrypt your hard drive!
How much more personal information must be stolen or miss placed by companies before people learn to encrypt their data (http://www.msnbc.msn.com/id/12916803/) . It is NOT hard to do.
Windows offers you EFS(http://www.microsoft.com/technet/prodtechnol/winxppro/deploy/cryptfs.mspx) and new BitLocker in windows Vista (http://www.microsoft.com/technet/windowsvista/library/c61f2a12-8ae6-4957-b031-97b4d762cf31.mspx)
I was very shocked to see that companies like law firms do not encrypt their data on laptops. Law firms that use to carry the notes and documents of all their clients on that one computer.
EFS is a checkbox! Check it on the folder and away you go. **You should backup your encryption key just in case your hard drive dies**
PGP whole disk encryption is a great way to keep your entire hard disk secure. It allows you to have a physical fob that must be plugged into the USB port on boot and a pass phrase entered before the disk will even boot windows. This is a FULL encrypt of the partition and all its data. http://www.pgp.com/products/wholediskencryption/index.html
If you don't want to spend the money on PGP disk you can also use http://www.truecrypt.org/.
If you do anything with personal information (even your own) please please please encrypt it!