Tweaks do work. Back in the days of Win95, Windows 95 wasn't set up for networking like XP is now. Tweaks back then made a big difference to the speeds you would get. Nowadays, those same tweaks don't get you too much change. They do make a change, and it should go faster based on that change, but the changes are not as big as they used to be.
Most windows computers are configured for dial-up (due to the fact that most of the world is on dialup). This means they send and recieve information in tiny little bits so that 56k modems aren't flooded. When you have broadband, you can push up the window size, for example, and more information flows.
(back in the win95 days, the information was 14.4 modem-size, so the change was really big between that and 1.5Mbit cable.)
Yes, in some cases XP takes up alot of your bandwidth. I've heard upto 35% actually. But you can stop it. Simply open up your services, and disable the "QoS Packet Scheduler". (all it does is spew quality of service information to the local network. If you aren't running special equipment that calculates QoS, then there is no reason to leave it enabled.)