Such a tool would be a file repository. The idea is that it is like a public library, only it uses computer files rather than books.
The benefits of using this type of system, other than storing you files in one place (which you could just as easily do in a regular folder) is that these systems also incorporate a version control system. i.e. if you modify a file, the repository will note and store the changes. If you really screw up a piece of code while you're working on it, then you can easily revert back to the last working version without having to eat up so much disk space as having a complete copy of the code.
Visual SourceSafe is one tool that M$ has created for this purpose.
I believe it comes with the Developer version of M$ Office. I believe it also comes as standard with M$ Visual Studio.
A "free" alternative would be tkCVS. There is quite a community that supports tkCVS these days at it might not be too painful try to use that.