Check out pages 88 and on in this XP Tweak Guide below. I've got IE running faster than Firefox now. Of course, I (still) can't do tabbed browsing, but still!
Last Updated: April 2005
What is the Windows XP Tweaking Companion?
The Windows XP Tweaking Companion (XPTC) is the complete Windows XP and system optimization guide. No longer do you have to put up with so-called XP Tweak Guides which have a handful of Registry tweaks and some vague optimization advice - the XPTC brings an enormous range of detailed descriptions and resources together in one free 170 page downloadable PDF file. Everything from the correct installation of Windows and critical software and drivers, through to recommendations for every significant setting in XP, all the major performance, visual and convenience tweaks, and descriptions of XP's functionality. The XPTC includes comprehensive chapters on overclocking, benchmarking and stress testing, troubleshooting and regular maintenance procedures. Basically the XPTC is the mother of all Windows XP Tweak Guides and System Optimization Guides, and it's right here for you to try for yourself.