Go to ontrol Panel > System, > Advanced > Performance area > Settings button Visual Effects tab "Use drop shadows for icon labels on the Desktop"

Theoretically, you can get rid of it (as well as a few other things). Windows 2000 power users should already be familiar with this tweak.

Fire up the Windows Explorer and navigate your way to the %SYSTEMROOT% \ INF folder. What the heck is that thingy with the percentage signs? It's a variable. For most people, %SYSTEMROOT% is C:\Windows. For others, it may be E:\WinXP. Get it? Okay, on with the hack! In the INF folder, open sysoc.inf (but not before making a BACKUP copy first). Before your eyes glaze over, look for the line containing "msmsgs" in it. Near the end of that particular line, you'll notice that the word "hide" is not so hidden. Go ahead and delete "hide" (so that the flanking commas are left sitting next to one another). Save the file and close it. Now, open the Add and Remove Programs applet in the Control Panel. Click the Add / Remove Windows Components icon. You should see "Windows Messenger" in that list. Remove the checkmark from its box, and you should be set. NOTE: there are other hidden system components in that sysoc.inf file, too. Remove "hide" and the subsequent programs at your own risk.

When I first saw the default search pane in Windows XP, my instinct was to return it to its classic look; that puppy had to go. Of course, I later discovered that a doggie door is built into the applet. Click "Change preferences" then "Without an animated screen character." If you'd rather give it a bare-bones "Windows 2000" look and feel, fire up your Registry editor and navigate to:

HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ Explorer \ CabinetState.

You may need to create a new string value labeled "Use Search Asst" and set it to "no".

( WinXP PRO Only)

1) Click Start, Run and enter GPEDIT.MSC

2) Go to Computer Configuration, Administrative Templates, System.

3) Locate the entry for Turn autoplay off and modify it as you desire.

Windows XP takes the chore out of keeping your software updated with the newest and best code for device drivers, security, reliability, and performance.

Windows Update is the online extension of Windows. It’s a Web site where you find the most recent updates for your operating system, software programs, and hardware. Windows Update scans your computer and lists the code updates needed on your system. Then you can choose whether to download and install them.

To find available updates

1. Open Windows Update.
2. Click Scan for updates to find out about recent releases for your system.
3. Click Yes when prompted to install any required software or device drivers.

Notes:

• To open Windows Update, click Start, then click Help and Support. Under “Pick a task,” click Keep your computer up–to–date with Windows Update.
  
• The first time you go to the Windows Update Web site, click Yes when prompted to install any required software or controls.
  
• To use Windows Update, you need to establish a connection to the Internet.
  
• You might need to be logged on as an administrator or a member of the Administrators group in order to perform some tasks.

You can turn off window animation ("exploding" windows), displayed when you play around with minimizing/maximizing open windows. This makes navigating Windows 95/98/ME/NT4/2000/XP a lot quicker, especially if you don't have a fast video controller, or if you got tired of seeing it all the time (like I did). :)
To do this, run Regedit (or Regedt32) and go to:
HKEY_CURRENT_USER | Control Panel | Desktop | WindowMetrics
or if you are the only user of your Windows computer go to:

HKEY_USERS | .Default | Control Panel | Desktop | WindowMetrics

Right-click on an empty spot in the right hand pane. Select New -> String [REG_SZ] Value. Name it MinAnimate. Click OK. Double-click on "MinAnimate" and type 0 to turn OFF window animation or 1 to turn it ON. Click OK. Close the Registry Editor and restart Windows. Done.

TweakUI, the famous Microsoft Power Toy [110 KB, free, unsupported] can also turn off animated windows.
Just remove the check mark from the "Window Animation" box under the General tab.