Win XP advice and tips needed

ok, I love the theme of Win Xp, but I'm trying to get all of the annoyances removed. I went into the control panel and changed from category to classic view. Can anyone tell me how to turn off those stupid tooltip boxes that keep popping up? Any other adjustments I should make as far as my XP settings? Anything else to turn off. Also, does the built-in firewall just work, or do you have to set something up? I like to stay connected to the net w/ DSL. Any tips appreciated.

Someone has to know something about this. I have my settings set to selective startup, but when I go launch my internet app, it load win messenger anyway. That's why I took it out of startup! I don't want it to load.

of the top of my head, Annoyances.org usually has tips on stuff like that...