You can manually edit the Registry to tweak performance and system settings using tools like Resco's Registry Editor. Or you can check this application out if you feel uncomfortable editing the Registry directory
RegKing 2003
http://www.doctorce.com/regking.htm
There are some excellent performance hacks and I have applied nearly half of the many possible tweaks with no ill consequences and mostly positive results. You can always undo applied changes with RegKing as well, and its specifically for WM2003.