Turn off Windows Aero (switch to windows classic theme) if you have Windows 7.
Disable all gadgets.
Put your antivirus on a "gaming" mode if you have a antivirus and if it has that mode... (no popups etc.)
Close all your programs you don't need.
Using ctrl+alt+delete to open Task Manager, go to processes and close all processes you don't need.
Warning: Do not close important processes, while most of the important will tell you that you can't close them, there still are "leaks" which you can close but they will forget up and will require restart.Clear all Temporary Files
Download
CCleaner and do a Registry scan