HTRegz posted about registry tweaks. That does help.

Here is a program that has TONS of common registry tweaks. I would recommend that if you are inexperienced with the registry.

There are quite a few tweaks for your internet settings and speeds.

That program is also good for privacy purposes. It will clean up your registry pretty good, so you don't have to clear your history and recent docs. and quite a few other things.

There is an update button that you can choose recent updates or create your own and upload
them for others to use too.

Great tool in my opinion. I have it on every machine I have at home.