Ensure that both Windows and your hardware drivers are up to date — apart from bug fixes, which should make your system work better, you may be getting new features as well. Graphics card drivers in particular should be kept up to date, as performance improvements are introduced frequently.
One tip: don't use the drivers provided by Windows update. These are often cut down, or sometimes don't even work. Go straight to your hardware vendor (be it Nvidia, AMD, Intel, Creative, Realtek, Marvell, Dell, whatever) for the official software.
XP users can run Windows update by visiting update.microsoft.com, Windows 7 and Vista users can use the in-built Windows Update application.
For OS X, just click the Apple icon at the top left and select Software Update.
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