The first thing to do is make sure that you have no viruses or spyware. Update & run a scan with your virus scanner then run something like Spybot Search & Destroy and/or Adaware.
After this, fully defragment your drives then remove any unneeded items from your startup menu. You may also need to run msconfig to disable some items that you don't use or need.
The next step is to disable any system services that you aren't using - there is a good guide to this at this site
As long as you take note of the changes you make, all of the above can be undone if you have any problems.
