Powertoys for XP...
http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx
Download and install "tweakui"
Launch it> click mouse settings> menu speed> move slider to the left for fastest setting> apply
XP will be more responsive
(This can be done using regedit but I find this method easier.)
(optional)
Display properties> theme> classic> apply
System> Advanced> Performance> Best performance> Apply
(Do this if you want to take full advantage of this tweak)
Edit: I see that the link posed earlier has these tweaks too, I actually figured this out myself though lol