Many Windows programs contain an extra dialog that appears when the program is started called "Tip Of The Day". This dialog gives various usage tips that aren't easily categorized for a help file and are more useful as random tidbits of advice.
There of course is an option to not display the TOTD (Tip of the Day) dialog and to redisplay later if needed.
The less OS specific, the better... however, we might be persuaded to add support for OS specific tips if there's enough need for them.
The balloon help is, as you said, contextual. TOTD's are not contextual -- they're just random information. After the TOTD is complete we're planning to look into adding contextual help (much like, but less annoying than, the MS Clippy guy) -- but because that project is a little larger, we're doing this one first.
It'd look something like this: