I strongly recommend you a tweaker -
FreshUI (there is a family of tweaking progs)
I have only few stable advices (I'll try to translate from russian), but first - all this may crash your system or make it unstable
All those are in the system properties
1. Disable memory damp (for it's only for a well-experienced programmers)
2. Set some real path for the temrorary folder (some progs are unable to find it)
3. Set you swap twice as big as RAM is - (256mb of Ram -> 512 swap)
Not sure that big swap is necessary (if you are not working with digital graphics, sound, etc. My choice 's 742mb swap with 496 physical RAM)
4. Disable all visual effects
5. Swith off automatic system recovery (this 'll free some disk space)
For regedit:
HKEY_CURRENT_USER\Control Panel\Desktop
Change 'MenuShowDelay' from 400 ms to 0 (this 'll speed up main menu)
Change 'WaitToKillAppTimeout' to some value (an interval after which system 'll terminate program if it doesn't answer during shutown)
Others don't always give you any boostup. Try on your own
Also try switching off unnecessary services - (control panel->administrative tools->services)
This is very risky - this is brain of the system
Some general advice:
1. Flash you firmware to the latest version (I mean update programs inside your hardware) - this is dangerous becasue you can burn everything
2. Download latest drivers for every thing inside your PC, especially motherboard
3. Download or buy Service Pack 2 (althiught I haven't seen it myself my friend tells me it is great)
4. You can try to overclock you hardware (this means make something work on higher frequences) - you have more power but hardware is less stable and also can burn (if you 'll ask too much)
If you have nVidia video adapter than try Rivatuner (this 'll tweak your card just as you want)
I can't remember how, but tune Qos packet manager (this is a network protocol) for it has a fixed percent part which it cuts from traffic of every connection (this is made to provide more stability, but they better ask you first)
You can change this percentage somewhere.. ah, it just jumped out of my head
Also can't remember, but there's a way to delete some hidden windows components - they all are written in a file somewhere, but hidden are marked. The trick is to remove every mark and delete them from standart windows component uninstall service
These things provide you instant boostup (eeh.. almost), as for others - they are not so obvious. Explore on your own and good luck.
Another program to take care of your system is VoptXP - it's cool defragment tool (faster than standart). It also has other possibilities. It's only minus is that it is shareware.
The Ultimate advice - try any Linux distributive (the simpliest and the most intuitive is Red Hat Linux). This OS works fine on any PC and gives you much more opportunities to tweak (even recompile it's core).. but this topic is too long to discuss