There are all kinds of software applications for document management, but the ones I deal with in a corporate environment are designed to handle upwards of 50,000 documents, and are a little expensive.
The average home user can easily organise document files by creating nested directories (folders), and if you do plan your folder hierarchy carefully this mehtod can be surprisingly efficient. It does mean that you have to drill down in order to find a document however, or use the Windows filename search, but at least it's free.
Otherwise, if you want something more sophisticated you'll have to pay, and how much you pay depends on how many bells and whistles you want.
If £26 or so isn't going to break the bank you might want to take a look at this: click here