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This tweak reduces the time XP waits before automatically closing any running programs when you give it the command to shutdown.
Go to Start then select Run
Type 'Regedit' and click ok
Find 'HKEY_CURRENT_USER¥Control Panel¥Desktop'Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000′
Click 'OK'
Now select 'HungAppTimeout'
Right click and select 'Modify'
Change the value to '1000′
Click 'OK'
Now find 'HKEY_USERS¥.DEFAULT¥Control Panel¥Desktop'
Select 'WaitToKillAppTimeout'
Right click and select 'Modify'
Change the value to '1000′
Click 'OK'
Now find 'HKEY_LOCAL_MACHINE¥System¥CurrentControlSet¥Control'
Select 'WaitToKillServiceTimeout'
Right click and select 'Modify'
Change the value to '1000′
Click 'OK'
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How to troubleshoot Windows XP startup problems
Optimise your internet connection
The Complete Guide To Optimising Windows XP

One of the most common troubleshooting problems in Windows XP is the failure of a system to start up properly. These failures can be caused by a number of issues, including poorly written or malicious software, faulty device drivers, hardware incompatibilities, corrupt or missing system files and incorrect system configurations. Determining the source of the problem, and fixing it, is easier if you use a methodical, step-by-step approach.
The first question that should be asked when troubleshooting startup problems for Windows XP is: What changed? If a user has just loaded new software, added new hardware, updated drivers or made a change to the system configuration, you should assume this was the cause of the issue until you have ruled it out by undoing the change. This includes operating system updates from Microsoft, which have been known to cause an occasional issue. If a recent change is not a potential cause of the startup failure, you should suspect hardware failure, viruses or malicious software or data corruption. Troubleshooting the issue will depend on the point at which startup fails. The further along in the startup process the failure occurs, the easier it is to troubleshoot and repair.
If the workstation starts normally and fails after logon
The problem may be related to a user profile, network logon script, application, driver or service. If the system produces an error message or blue screen, copy the message and check Microsoft's Knowledge Base to see if it is a known issue and if a workaround or patch exists. If the issue is not in Microsoft's database, try searching technical discussion groups, third-party sites or Usenet.
If you do not receive an error message, and the system simply hangs or continually restarts:
1. Try logging in with a different account. If this resolves the issue, the problem may be related to the user's profile, account profile, permissions or group policy settings. Start by checking the event log on the local machine by using the Microsoft Management Console.
2. Try logging with a local account. If this resolves the issue, the problem may be related to authentication, networking, logon scripts, drive mappings or related issues. Again, the workstation's event logs may provide additional clues to the cause of the failure.
3. Try booting into Safe Mode by pressing F8 during startup and choosing Safe Mode from Windows Advanced Options Menu. Safe Mode loads Windows with a minimal set of drivers and services. If the problem still occurs, it is most likely related to corrupt or missing operating system files or hardware. If the problem does not occur, it is likely to be a driver, service or startup application issue.
4. Enable Bootlogging by pressing F8 during startup, and choosing Enable Bootlogging from the Windows Advanced Options Menu. Bootlogging is a diagnostic feature that will list every driver the operating system tries to load. It creates a text file named Ntdtlog.txt in the Windows directory that can be opened with Notepad. You can also check the status of your hardware devices using Device Manager, which can be accessed via the Microsoft Management Console, or by right clicking the My Computer icon, clicking Properties, selecting the Hardware tab, and clicking the button labeled "Device Manager." From the Device Manager menu, you can add, remove or disable hardware, as well as update or roll back drivers.
5. Perform a clean boot. A clean boot is similar to Safe Mode, except that it offers greater control of the boot process. Here are the steps:
o Logon onto the workstation using an account with Administrator privileges.
o Click Start, click Run, type msconfig in the Open box, and then click OK.
o On the General tab, select Selective Startup, and clear the checkmarks next to the Process System.ini, Process Win.ini File, and Load Startup Items. (Note: You will not be able to clear the "Use original Boot.ini" check box.)
o Next, click the Services tab and check the option to Hide All Microsoft Services. This option will display only the services started by non-Microsoft applications. Select the Disable All option. Click Apply, then click OK and reboot. WARNING: If you clear the Load System Services option on the General tab of the System Configuration Utility, or if you disable all Microsoft services on the Services tab, then all of the restore points for the System Restore utility are deleted.
o If the system starts normally, restart the msconfig utility, choose the General tab, and select the box to next Process System.ini File, click OK and restart the system. If the problem does not reoccur, repeat this step for the Process Win.ini File, Load Startup Items and Load System Services options. If the problem reoccurs, the last item enabled contains the source of the problem.
o If the problem reoccurs after selecting the Load System Services option, you can use the msconfig utility to load each service one at a time until you discover the source of the problem. Services can also be enabled or disabled via the Microsoft Management Console, or via the Computer Management Console.
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Optimise your internet connection
Disable Performance Counters
Speedup Folder Browsing
Optimise Display Settings

There are lots of ways to do this but by far the easiest is to run TCP/IP Optimizer
Download and install
Click the General Settings tab and select your Connection Speed (Kbps)
Click Network Adapter and choose the interface you use to connect to the Internet
Check Optimal Settings then Apply
Reboot
Optimise Your Pagefile
If you give your pagefile a fixed size it saves the operating system from needing to resize the page file.
Windows XP sizes the page file to about 1.5X the amount of actual physical memory by default. While this is good for systems with smaller amounts of memory (under 512MB) it is unlikely that a typical XP desktop system will ever need 1.5 X 512MB or more of virtual memory. If you have less than 512MB of memory, leave the page file at its default size. If you have 512MB or more, change the ratio to 1:1 page file size to physical memory size.
Right click on My Computer and select Properties
Select the Advanced tab
Under Performance choose the Settings button
Select the Advanced tab again and under Virtual Memory select Change
Highlight the drive containing your page file and make the initial Size of the file the same as the Maximum Size of the file.
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Disable Performance Counters
Speedup Folder Browsing
Optimise Display Settings
Blue screen error:
Some Oulook Express Errors - II

Windows XP has a performance monitor utility which monitors several areas of your PC's performance. These utilities take up system resources so disabling is a good idea. To disable:
+download and install the Extensible Performance Counter List
+Then select each counter in turn in the 'Extensible performance counters' window and clear the 'performance counters enabled' checkbox at the bottom.button below
>>Improve Memory Usage With Cacheman
Cacheman Improves the performance of your computer by optimizing the disk cache, memory and a number of other settings. Once Installed:
+Go to Show Wizard and select All
+Run all the wizards by selecting Next or Finished until you are back to the main menu. Use the defaults unless you know exactly what you are doing
+Exit and Save Cacheman
+Restart Windows
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