Be sure to review the following guides:

1. What is the Finder?
2. What is the Sidebar?

This close association can make things that much easier to do on Mac OS X.  You don't need to open a new Finder window, all you need to do is click on one of the shortcuts placed in the Sidebar.  This simple organization of grouping both the Finder and Sidebar into a single window saves keystrokes, mouse clicks, and most importantly time.

For example, if you were currently navigating through your Macintosh HD and wanted to switch to an alternaive drive you would simply click on that other drive.  Let's say you were currently using Finder to browse through the Applications folder but wanted to quickly switch to you Pictures folder, all you need to do is click on the Pictures shortcut in the Sidebar.