Wiggly Amp has a point. Power-Saving features can cause this, but so can the "type-ahead" buffer in Windows. You might want to check the following:
(1) Go to the Command (MS-DOS) prompt.
(2) Enter the command CD\
(3) Now enter the command EDIT CONFIG.SYS
See if there's a line which reads STACKS=x,y where x an y are numbers. If you don't see this statement, create one which reads STACKS=9,256
This worked quite effectively in speeding up typing.
Wiggly's suggestion about power-saving is also worth following up on. Unless you're using a lap-top, the power-saving features are fairly pointless on a desktop running from the mains.
Another idea which springs to mind is to check for any hardware conflicts. If you go Start -> Settings -> Control Panel -> System. Click the Device Manager tab and see if any devices are shown with a yellow dot containing an exclamation mark. These could also cause one or two problems.
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Carpet Rodent: The politically correct name for a RUG-RAT