Speedup 1 is use a 'hardware' firewall on a ethernet/adsl router,speedup 2 is if you use McAffey set it up that it only scans incoming files from the network/internet
I've installed McAffey on my own pc (Athlon XP2600+ @ 2Ghz with 1,5 GB RAM) running on server 2003, i have no problems whatsoever, my windows machine is pretty responsive for such an old machine, i even run a wamp and FTP server on it no problems at all.
Ok, comapared to a fast A4000 with CSPPC&SCSI 3 UW etc, it's always slow :-P
just like other people said in the msconfig there is speed to gain, disable all services you do not need (i do not have a printer so i killed the printer spooler for example also the help function, it's worthless anyway)
You can also disable: error reporting service,event log,if you have an nvidia card also disable nvidia display driver service,remote registry (nice&safe also) and some other functions.