One feature on Mac OS X that I miss on Windows, is the on-screen volume display. Sure Dell has the QuickSet application that displays an on-screen meter when adjusting the volume. However, I noticed that sometimes the volume meter would either display behind windows or not display at all. Also, it appears that sometimes the caps-lock key would steal focus from the current window when QuickSet is installed.
So after some searching, I found 3RVX. This is a very simple program that will display an on-screen volume indicator that is almost identical to Mac OS X (even with the volume click sound). You can set it to run automatically at startup and there are other skins to choose from, although I stuck with the OS X look. If you have multiple monitors, you can also choose which monitor and position on the display that you want the indicator to show on.