There is a great resource on making the ever-slowing Windows XP boot up go faster next time. Noteworthy is the Prefetch option which allows you to control how XP prefetch an application.
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management\PrefetchParameters]
Under this key you should see a value named: EnablePrefetcher
It has 4 possible values:
0 – Disabled : The prefetch system is turned off.
1 – Application : The prefetch only caches applications.
2 – Boot : The prefetch only caches boot system files.
3 – All : The prefetch caches boot, and application files.