To begin with tweaking, I start with TweakUI. It lets you change some of the hidden settings in Windows XP.
Tweak UI Version 2.10 requires Windows XP Service Pack 1 or above / Windows Server 2003. If you have a Windows XP system without any Service Packs installed, download Version 2.00.
The Windows shell-development team did some extra programming and put together a set of tools called Power Toys. If you’re a power user, go ahead and try them out, but be forewarned that Power Toys aren’t supported by Microsoft because they’re not part of Windows. This group of “toys” lets you adjust your Windows user interface, including menu speed, window animation, and Microsoft Internet Explorer. Version 2.1 may include unspecified updates, enhancements, or bug fixes.