Bing Desktop is a new Microsoft tool which brings the Bing search box to your desktop (as long as it's running Windows 7, anyway).
Once installed the program will by default launch along with Windows (although you can change that). And when you need to carry out a Bing search, it's as easy as clicking the Bing icon and entering your keywords. Suggested searches appear as you type, to help speed up the process, and on pressing Enter a browser window will open to display the results.
And as a bonus, the program can also set your wallpaper to the current Bing image, refreshing your desktop every day.
It's mildly annoying that Bing Desktop has to be running all the time (though it only consumes around 7.5 MB RAM). What's wrong with just having something you launch from a pinned shortcut? But aside from that, if you're a Bing fan (or just like the wallpaper) then it should be a welcome addition to your desktop.
Please note, the Bing Desktop installer will by default set your IE home page to MSN. If that's not something that appeals then pay attention during the setup process and clear the relevant checkbox on the final installation step.