It annoys me when stuff suddenly works differently for no obvious reason, and even more so when the result is a lot worse than before. (Here’s a tip, Microsoft: If it ain’t broke, don’t fix it!)
One such annoyance is Windows Explorer in Windows 7 and Vista. When you dive into sub-folders by double-clicking in the right-hand pane, the left-hand pane doesn’t expand to reflect where you are. That’s a pity, because that has been in there ever since Windows 95, a brief 14 year-long period of doing it right.