Why?

The faster you can move around Windows, the faster you can get your work done.  With practice, you will be able to fly through your Windows programs fast enough to drive your friends' eyes crazy.  Here's an example. Assuming Microsoft Word and an Internet browser are open (currently in the browser), with the following commands, I could easily copy and paste a web page of text on a web page into a new Word document, print, and save the document and exit Word in 5 seconds:

Ctrl-A
Ctrl-C
Alt-Tab
Ctrl-N
Ctrl-V
Ctrl-P, Enter
Ctrl-S, A, Enter
Alt-F4

With enough practice, you can learn to move faster than your computer can run (depending on the speed of your computer of course :)

How?

1. First, be able to type fast  :)  You may actually find a typing tutor to be very helpful. 

2. Learn to use the commands above and execute them quickly.  Here's what they all stand for (Ctrl is the Control key on the bottom right of your keyboard, Alt is the Alternate key, 2nd key to the right of the Ctrl key):

Ctrl-A     (Selects All of the open document - web page here)
Ctrl-C   (Copies all of the currently selected material)
Alt-Tab     (Switches to the other open program(s). This key combination is VERY useful)
Ctrl-N     (Starts a New document in the current application)
Ctrl-V     (Pastes the currently copied material into the open document)
Ctrl-P, Enter     (Brings up the Print window for the current document, Enter prints it)
Ctrl-S, A, Enter     (Brings up the Save window for the current document, calls it A.doc, and Enter saves it)
Alt-F4   (Just closes the currently open Window)

3. Of course, there are *many* other ways to become quick at navigating through Windows (just about every command you do has some sort of keyboard shortcut, and just about everything can be done without the mouse - often faster).  However, shortcuts such as the ones listed above can help you be very productive.