Windows post XP SP2 defaults to allow just 10 connections, which sucks when you're trying to make hundreds of connections at a time when downloading files. I usually kick my connection limit to 1,024 connections.
I have no clue if this works in Windows XP SP3. By the time SP3 came out, many P2P applications have been updated to not try to allow so many half-open connections.
UXTheme Patcher (use unsigned themes in Windows XP and Server 2003):