Move your "My Documents" complete for a start.
R Click My Docs folder .. Move .. Browse to drive .. and transfer files too. It may take a while. After this Mt Docs will work normally, but just be on another drive.
Do not attempt to move ANY program to another drive.This will not work, with the exception of a few programs that do not use an installer, and are completely stand-alone, running only in their own folder.
That's a good start. When done .. defrag the drives.
There are a few things you can do in XP to speed things up ..
Back later to tell you a few.
Al.