Here are a few suggestions that have worked for other players:

Make sure that you are not continuously running any unnecessary backgroud programs in Windows.  (One particularly bad resource hogger is "Fastfind" included with MS Office Applications.  Remove it if you see it.)

Anti-Virus programs can also use excess resources, consider checking things such as NAV.exe for Norton Anti-Virus.  You can see what all is running in the background by pressing Ctrl-Alt-Del once to bring up the task manager. Windows XP/2000 normally has 19 to 21 processes listed in a fairly clean system.

Use the latest version of DirectX.

Add more RAM to your system, 256MB is really the minimum you should consider having. 512MB is a good number, with 1GB being optimal.

Upgrade your processor. If you have a 2GHz CPU or faster, you should be fine.

Check the video and sound card drivers. In some cases, the latest video card driver wcan cause problems. For instance, for all NVidia cards from the FX5xxx series and older, you must use the 61.77 drivers from NVidia. Using later drivers for those vide cards will cause problems.

Upgrade to a better video card. If your video is built onto the motherboard, it will be a very poor video solution. Virtually any AGP video card will be better than an onboard video solution.

A good sound card can actually improve frame rates by allowing the CPU to do more instead of working hard doing sound. Generally, an AC97 type of sound device is very CPU dependent as is most onboard sound solutions.

Try using a different monitor resolution, some people actually get better framerates at 1024 x 768 versus 800 x 600. Virtually all the newer video cards from ATI and NVidia run better at higher resolutions. Just a note though, a new computer does not neccessarily mean it has a new video card. May OEM computers use video chips/cards which were designed several years ago, but are cheap.