As the others have said - tweaking is the software answer to overclocking.
It's best done when armed with a boatload of knowledge (Been there, Done
that, got the T-Shirt!).
Seriously, the way that I learned about computers was by tweaking them until
they broke. Then, I was lucky enough to have good, understanding repair
technicians. They'd take the time to explain to me what I'd done wrong - and
how they were going to fix it.
Most tweaks that will net you a good performance increase are native to XP
(Start...Control Panel...System...Advanced Tab...Performance Settings
Button...then click on the "Adjust for best performance button". Then click
on OK and you're done (BTW - the settings below that button are the settings
that are changeable for performance increases).
There are other tweaks, but each situation is different. So, the next thing
to do is to invest in good backup and imaging software and use it regularly.
Because, if you're gonna keep on tweaking - you're gonna keep on crashing!

I crashed routinely as I was learning - now that I'm a bit more advanced I
don't crash as often - but I do have my system doing some strange things at
times, and will often reinstall a disk image because of these problems.
Also, search the web for tweaks and tweaking - most of the results will be
for Windows. Currently I have about 1,000 tweaking/repair sites bookmarked -
and I had to start from scratch 6 months ago when my backup hard drive
crashed while I was formatting my primary hard drive.
Finally, be aware that not all tweaks are created equal - there's some good
ones, there's some bad ones, and there's some in-between ones. Check each
one out before applying it - it may save you from having to format and
reinstall (or to reinstall a disk image - which is much quicker).
Good luck!
- John