This is probably one of the oldest ones in the book, but for the new UNIX users out there...open a terminal and type "Bill Gates" (without the quotes) and read the response for OS X's opinion of what you're trying to do.
This friendly advice is due to the shell trying to 'correct' what it thought you might have typed incorrectly. There are probably hundreds of others like this, but this one seems to get the most notoriety, for obvious reasons.
[Submited by macgeek007 on Thu Jul 26.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20010729214227983