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I might go to the top level of the specific subject I was looking at and add a bookmark. (too bad we don't have a way to preserve bookmarks from version to version of msdn).
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If you are talking about favorites, I asked that question a couple of weeks ago and the answer was, while you still have both the old and new versions installed in your HD, go to Start|Programs|Msft Developer Networks and you'll see a menu entry to copy and preserve your Favorites.