XP looks like it's fully loaded before it actually is. While some things may work after the desktop is displayed but before Windows is through loading the rest of its stuff, as you have found, some things may not.
First thing to do is disable XP's unnecessary services. It's a little tedious but well worth it in terms increased system performance (including faster boot times) and better online security.
Use the settings in the Safe column in the chart on
Black Viper's site and you may find things improving noticeably.