Just to add to what is already great advice!
the below procedure dependant on what "Gadgets" or "Theme" you have running should save you in the region of 200mb+ of system memory but you can still keep the cool looking taskbar! e.t.c,
First Step: Go and find the below (Usually right click on "my computer" (xp) or "Computer" (Win7) go to properties, if XP your already be at the screen below if Win7 then you need to select the "Advanced Sytem Properties" (I may have got that slightly wrong so correct me if so).
Step 2: You should now have a "Performance Options" box with 3 radio buttons allowing different configs, ensure you select "Adjust for best performance" then hit apply. Once you have selected the Radio button, Hit apply and wait for a few seconds (upto 30 Sec on slower machines)
Step 3: once this is done you can now close this box which should take you back to the desktop, you can now right click on the desktop and go to for (xp) "Properties" then "apperance" options/tab, or for (Win7) "Personalise" option this will allow you to re-select the theme you wish to run, this will give you the flashy taskbar back but withouht all the stupid fade in fade out affects which actually slow you and the machine down, you should now find you have even more system memory to place with!!
I have used this along with many other tweaks for the last 5 years and have found it to be very effective, especially on older laptop's that have a memory limitation of 512Mb.
All the best...
HD