For Win 9x|me as Online says, scandisk.
For WIn NT it's chkdsk
Open 'My Computer' > RightClick on your C: drive > Select Properties > Tools > "Error checking" ("Check now")
Check both boxes in the dialog which pops up and click 'start'
Click "Yes" in the popup about open files etc
Reboot.
Or
Start > Run > type
cmd.exe{ENTER} > In the command prompt window, type
chkdsk C: /F /R{ENTER} when you see
- Chkdsk cannot run because the volume is in use by another
process. Would you like to schedule this volume to be
checked the next time the system restarts? (Y/N)
type
Y{ENTER}RebootDo the same for any other hard drives you may have (they probably won't require a reboot).
After running chkdsk on all drives - Defragmant them.