Although not strictly a performance tweak I love this fix as it makes my machine 'feel' faster. I hate the annoying 'are you sure?' messages that XP displays, especially if I have to use a laptop touchpad to close them. To remove these messages:
1. Right-click on the 'Recycle Bin' on the desktop and then click 'Properties'
2. Clear the 'Display Delete Confirmation Dialog' check box and click 'Ok'
If you do accidently delete a file don't worry as all is not lost. Just go to your Recycle Bin and 'Restore' the file.