You don't say which version of Windows you have;
do a disk check and a defrag, different methods for 98/ME and XP.
98/ME; Click the links on the right hand side - click here
Defrag is best run in Safe mode otherwise other programs will keep interrupting its progress - hit F8 repeatedly at boot up, before the Windows logo appears, select safe mode
XP: click here
Clear out old/temporary files; click here
If you still have problems, check your hard-drive with a manufacturer's diagnostic; click here