Things I install on new computers:
Daemon Tools (or well I use to, it comes with adware and doesn't work on Vista now)
Trillian. Hands down the best IM solution. Even if you just use 1 Instant Messenger, it'd be better to have this just because it's adless.
AVG. Best virus detector I've ever used.
Winamp. Self explanatory. You've all seen this old name by now.
and my all time favorite free program (besides Firefox)...
Soulseek. It's a filesharing client, specifically for music. It doesn't really hold any advantage over other p2p clients, it's just most people who use it share ENTIRE albums, not singles. When you download, you can download the entire album, you right click and 'Download containing folder' and 99% of the time that person had the entire album in the folder you downloaded from. I guess I'm partial to it because it reminds me of the glory days of Napster (the original Napster).