This is one of my favourite tweaks as it makes a huge difference to how fast your machine will 'feel'. What this tweak does is remove the slight delay between clicking on a menu and XP displaying the menu.
Go to Start then Run
Type 'Regedit' then click 'Ok'
Find "HKEY_CURRENT_USER\Control Panel\Desktop\"
Select "MenuShowDelay"
Right click and select "Modify'
Reduce the number to around "100"