Must be an XP thing, it's not in Win98.
I use the swap file settings in the Performance tab, set to min 2.5 times RAM and max to 4 times RAM (or more), and I move the swap file to somewhere other than the boot partition. I turn the graphics acceleration down to prevent a BBS I'm on (GAIA...) from crashing the machine all the time. I do a bunch of other minor tweaks.