Run MSConfig and see what's being run at startup (in the startup tab). System tray, task scheduler, power profile, AV, taskmon, ZoneAlarm are all OK. MS Messenger (or other similar), Real and other similar crap can have a significant effect.

JiK and Gargoyle have said everything else.

One possibility if someone *has* hacked you through you not having a firewall is that your PC is now part of a botnet and doing naughty things over the internet. If you're using ZoneAlarm, check how the internet traffic is looking when you haven't got IE or anything else open.

Graham.