Paul Thurrott compiled another article with Windows Vista tips. Here's one of them:
Force Vista to remember window sizes
While Windows XP was a real step back from its predecessors when it came to windows remembering their size and screen position, Windows Vista improves things somewhat. That said, Vista still loses window settings occasionally. Khafra has a solution: Size and position the window as you want it, and then hold down the CTRL key when you click its Close window button. It should reappear next time correctly.