About the auto-close suggestion, maybe an option could be added to close the Everything window when a search result is 'opened' (double clicked or Entered). Because of its speed I tend to use Everything as an program launcher quite often.
Also, in the single-window mode, I think it would be good if the New window Hotkey key would work as a toggle-key (i.e. also for closing the window).
Thanks a lot for this wonderful little piece of software.
Here's something I'd like to add to my previous reply:
Babylon Translator has a great feature to minimize the search window to the system tray when the mouse pointer is
moved away from the window. Maybe something like that could be added to Everything too.