To make users more productive Salesforce is tightly integrated with popular Microsoft applications including Outlook, Word, Excel, and of course Windows. 

Outlook Edition: Outlook Edition is a free plug-in which you can install by visiting setup | personal setup | desktop integration. This powerful utility performs several important functions that help Salesforce and Outlook work hand-in hand together.

• Email Integration: Add emails from Outlook to a Contact or Lead record inside Salesforce by clicking on the “Add to Salesforce” that appears in your toolbar. It will look up the contact based upon an email match and give you the option of associating it with the opportunity or case. This helps you catalog important emails and provides a tremendous boost to effective collaboration.
• Address Book: When sending an email from Outlook you can look up a contact from inside Salesforce and add them to the To Line of your email.
• Synch your Contacts and Calendar: Outlook Edition allows you to select which contacts and calendar events you want to synch with Salesforce. Synching can be automated at scheduled intervals and a dynamic icon indicates whether a record is up-to-date. 

Auto vCard: Auto vCard is a  free AppExchange component that allows you to create an Outlook contact from the contact record inside Salesforce. It takes less than 2 minutes to set up and will be a big hit with your users.

Export to Excel: Any report inside of Salesforce can be exported to excel with the click of a button.

Excel Integration with Office Edition: Office Edition is a free plug-in which you can install by visiting setup | personal setup | desktop integration. This tool creates a new menu in Excel that allows you to import data from a report in Salesforce as well as refresh data. Many customers will create one worksheet containing their source data and one with their calculations and charts. This allows them to refresh their Salesforce data with a single click without having to re-write their spreadsheets.

Excel Integration with the Excel Connector: The Excel Connector is a hugely popular open source tool which takes Office Edition a step further by allowing for bi-directional synching. If you’re importing data or doing data cleanup, it’s well worth taking a look at.

Mail Merge: For creating form letters, proposals and quotes, Salesforce offers mail merge functionality. To create a mail merge document visit setup | administration setup | communication templates. Note that if you are trying to print mailing labels, your best bet is often to export the data to excel, create your mailmerge document in Word, and then point it to the excel file as your source data.

Sales Folder: A Salesforce Partner by the name of Invisible CRM is doing some exciting stuff around Office Integration. A tool of theirs called Sales Folder allows you to drag and drop files from Windows or Outlook, adding them to the attachments section in Salesforce. For example, you might want to associate a contract or a proposal with an opportunity record.