There's a plethora of sticky-note applications for Windows, but they seem to have one thing in common. The notes you create are a self-contained collection of information which relates only to itself. The only way to create an association of some sort between a note and a document is to include a hyperlink in the note.
A relative newcomer to the software scene, Gumnotes, aims to change that. In addition to working like a standard notes program, Gumnotes allows you to associate a note with a file. And it works with all popular Windows applications, such as Office and Acrobat.
A typical scenario might go like this. Open a document in, say, Word. Right-click on the Gumnotes icon in your system tray and choose the "New Note With Gum-Effect" option. Up pops a familiar yellow window into which you can create your note. When you're done, close the window.
Your note is now linked to that document. Next time you open the document, your note(s) will also automatically open, for you to view or edit.
As with all such programs nowadays, Gumnotes has the obligatory collaboration facility built in. So if you particularly want to, you can share your annotations with friends.
There's one minor bug-ette, however, that I have noticed. If you create a new document, don't create any notes for it until you've saved the document and named it for the first time. Otherwise the program won't know which file to associate your note with. But apart from that, Gumnotes works well.
Gumnotes normally costs around $30 for a professional-use licence. For non-commercial home use, however, it's free. You can get it from www.gumnotes.com and it's a 3 MB download. You'll need Windows XP or above.