One very cool feature built into WindowsXP is its automatic prefetch service, though it's not always enabled on all systems. It's a shame since it can dramatically increase system performance. Luckily turning it on is quite easy, but first we'll need to load up regedit (Start -> Run -> Regedit then press OK).

Fro there follow this path HKEY_LOCAL MACHINE -> SYSTEM -> CurrentControlSet -> Control -> Session Manager -> Memory Management -> PrefetchParameters and find the EnablePrefetcher DWORD value. Setting a value of 0 disables the prefetcher, 1 to application launch prefetching, 2 to boot prefetching and 3 to both. Input what you think will be best for you, save and exit then reboot.

Please be warned though, enabling automatic prefetch does clutter up the HDD, periodically you'll want to clear the C:Windows\Prefetch directory of junk.
You can clear the folder directly. I only have about 4 MB right now, and enabled the prefetch in 3

Extra tip, disable prefetch for older computer might give you better performance.