Here are some usefull registery tweaks i use for Windows XP.
;Speed up shutdown
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control]
"WaitToKillServiceTimeout"="3000"
;Do not use Simple File Sharing
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa]
"forceguest"=dword:00000000
;Disable Messenger Service (to stop spam. Does not affect MSN or Windows Messenger)
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Messenger]
"Start"=dword:00000004
;Change MenuShowDelay (Start Menu load speed)
[HKEY_CURRENT_USER\Control Panel\Desktop]
"MenuShowDelay"="2"
Make sure you backup your registery before you make any changes!
Installing these tweaks... create a new file and call it whatever you want. Give the the extension ".reg". After you save and add the registery code click on it and it will run and add it to the registery.