There are several causes for windows to slow down.  If you can remember a time when your PC ran faster, it is most likely due to program build up over time.  A lot of software, especially the kind that is downloaded, like to run "in the background",  meaning that every time you boot your system, it starts up.   And this is not just trojans or spyware, but "legit" software like Quicktime or RealPlayer.  This inevitably leads to a slow computer.  Just like you give your car an oil change to keep the engine healthy, your computer needs maintenance as well.  "Program buildup", "fragment buildup" and "file buildup" eat up your system resources.  Here are some things you can do to help your system.

First of all, and this is rule #1.  Be very wary about installing more software to speed up your computer.  Because it is software that bogs down a computer, you should be very hesitant about installing yet more in order to help it.  Only install programs that you absolutely trust.

Clean out your internet temporary files (tools-->options). 
Search for and delete all temp files on your hard drive "*.tmp"

Double click the my computer icon and run a defrag on your hard drive.  Make sure your drive is not compressed (this increases time to read/write files)
Cleanup your disk by using:  Start/All Programs/Accessories/System Tools/Disk Clean-up

Boot into safe mode (press F8 during the boot up) and disable unwanted services that may be starting up with Windows.

Open up the programs that run when windows starts, and look for a place to disable them from startup.  Some applications may say "run in taskbar", this is what you do not want them to do.  

Add more memory.  While this is certainly an option that costs money, it is by far the best thing you can do to increase computer hardware performance for minimal cost.  Adding RAM is the best "bang for the buck" you can do when it comes to improving hardware.