Edit registry key:
HKEY_CURRENT_USER\Control Panel\Desktop and edit the value MenuShowDelay. It
's by default set to 400 - wait 4/10ths of a second before opening a submenu
when you put the cursor on it - but if you want menus to open instantly, set
it to 0.
If this doesn't work for some reason, then you might try the following:
Navigate to Display Properties then Appearance then Advanced and turn off
the option titled Show menu shadow. You will get much better overall
performance.
Note you can save the registry key first by:
On the File menu, click Export.
In the File name box, type SaveKey, and then click Save.
Or create a system restore point prior to editing.
Note: If the registry key is not there, you can simply create one by going
edit > new.
http://support.microsoft.com/default.aspx?scid=kb;EN-US;322756
HOW TO: Back Up, Edit, and Restore the Registry in Windows XP
Disclaimer: Modifying the registry can cause serious problems that may
require you to reinstall your operating system. Use the information provided
at your own risk.