Linux has been doing this for a lot longer than Windows has. (Which I only actually know because there was so much FUD about Vista's pre-fetching when it came out.)
edit: Sorry, getting prefetching and SuperFetch confused.
edit: Sorry, getting prefetching and SuperFetch confused.
What Vista does is SuperFetch and I don't think it's there in Linux even now, except that someone wrote a program that would do a similar thing but it's not really used that much.