To start the program up follow the directions below.
1. Open the start menu and click Run
2. Type gpedit.msc
3. The Group Policy MMC appears
4. Click through the different nodes of the tree to see all the hidden features of Windows XP that you can edit without touching the registry.
Examples: Changing IE displays, Clearing the pagefile at shutdown, boot-time defrag settings, and many many more
Another tip is to add this to your Administrative Tools by adding the shortcut to gpedit.msc