Drupal is great in that almost everything in the administration can be reached through URL. This greatly helps you when you need to explain where to find a certain configuration. The problem comes when a configuration form is large and a beginner becomes overwhelmed by the vast number of fields. To help the user to scan for the right image, I often include a screen shot.
My feature request is therefore, to include an anchor at least with every fieldset, that would allow me to link directly to a section of a form. Would also be nice when tabs are automatically selected and displayed when an anchor within is accessed.