Okay, so I know everyone is busy moving to Vista, but I know there's still enough people out there sticking with XP that this might be useful.
I finally found out how to make Windows Virtual Memory behave the way I want. Read here to find out how to make XP keep more of your program in memory, saving you from a lot of paging file access.
If you prefer to just kill your swapfile altogether, read this for why it might be a bad idea.
Here's how to make your computer more responsive when you log in - by making it do less!