I'm using a Dutch version of WinXP, so some of those terms may not be the actual English ones

1. Windows Media Player.

If you give Windows Media Player access to the net, you're giving up your anonymity. You don't like that? Disable it!
How? Extra --> Options --> Player (first tab) --> Unselect 'Permit Internet-sites to assign an ID to your player'.


2. Uninstall.

You don't like a feature (Messenger,...), but don't know how to remove it?

Here's how:

In C:\Windows\Inf, there's a file called 'sysoc.inf'.
Open it with notepad (or another text-editor). It should look a little something like this:

Code:
[Version]
Signature = "$Windows NT$"
DriverVer=07/01/2001,5.1.2600.0

[Components]
NtComponents=ntoc.dll,NtOcSetupProc,,4
WBEM=ocgen.dll,OcEntry,wbemoc.inf,hide,7
Display=desk.cpl,DisplayOcSetupProc,,7

...
The 'hide' option prevents you from removing the application (meaning it won't show in your Configuration --> Software screen). Use your text-editors search&replace-function to replace every hide with a ,
Safe the file, go back to your Configuration --> Software-screen, and remove whatever application you want.


3. Changing a service's priority.

You want to give your Virusscanner or another application Top priority? --> Hit Ctrl-Alt-Del (for those of you who don't want to use both hands: Ctrl-Shift-Esc). Your taskmanager will pop up. Select the second tab (processes), and right-click the process you want to change.

4. Faster Start-menu.

Open regedit. Go to HKEY_CURRENT_USER \ Control Panel \Desktop. Open the key MenuShow Delay. Standard value is 400. Lower this to make your Start-menu faster.