FC, I use TuneUp utilities 2010 which is a pretty decent program and offers some recommendations for speed such as disabling Aero which I don't allow or disabling menu fade in/out which I allowed, but it is not free. And I still clean my own registry with CCleaner.
How to remove ActiveX controls:
http://support.microsoft.com/kb/154850
You can set your own sounds to events such as logon, logoff, shut down ... go to
Control Panel ...
sound ... select the
sounds tab ... then under Windows select the event and hit test to hear the current sound or pick from a list of available sound wavs, or use browse to find any wav file on your computer that you may want to use.