You have to install XP Royale Theme ;)

[ztrakk]

Dear all,
This Royale theme is developed by Microsoft, (it rocks). It really makes windows xp faster.
This the URL:
http://www.softpedia.com/progDownloa...oad-13027.html

After installing the theme, go to display properties and select it under themes.
Few of my friends are cheap – yeah, I know – they’re still using P3 pcs running XP SP2 – dead pc – but after Royale theme, wow, it really made a difference
Ps. it is only a 947 KBs. And if you reselect back your old theme afterwards – i.e. Silver/Classic/Default XP- windows will still run faster.

Lovely Day!