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Your boot time is going to improve if you turn off services, but only to a point. From there you'll wanna see about a kernel recompile, and changing some of the built ins to modules and vice versa. As for your wm problem, you really are limited by your wm. You might wanna maybe check into other wm's as Chris suggests, or you might wanna setup your box to auto start into that wm of your choice. This way you could throw the switch, start the computer, go get a large java, and come back and be all booted and ready.
Gather 'round, let me tell you a little story:
Linux is a damn good server platform. It's currently entering (and has been for a short while in contrast to the server life for it) the desktop market, where it will continually be improving there. As a server, uptime is essential. It is much much more important than boot time. Once the thing is booted, it can go several months (years even) without a reboot. So it's not really something anyone has looked real hard into until (relatively) recently. The boot times are transforming, changing and getting better (sometimes), trying to meet those needs of the "fast boot" people. But for now, it's a small price to pay (what an extra 30sec-1min) for (probably) the best stability around.
I suppose you need optimization.
recompile your kernel adding Celeron processor (if it's not already done) then turn off every useless services. Also make sure you have enought Ram/Swap.
For Kde... Well recompiling Kde from source will give probably give you a better speed but I don't think you want to do it... The best thing to do for now is to turn off some "effect" (like sound and cute color) in Kde
i have try mandrak 8.0 it's slow, but when i move to mandrake 9.1 that's different thing.
my suggestion is:
a. install mandrake 9.1
b. you have 40 Gb, HDD, do like this for partition:
4 Gb for '/'
2 Gb for 'swap'
34 Gb for 'home'
c. remove any unnecessary service in mandrake control center.
I use Mandrake 9.1 and KDE too. See rig specs below. It takes mine a bit to boot just like yours. If you have a UPS and can let it run, just logout and let it sit. I just got a new UPS and I will probably not be shutting down anymore. I know your dual boot, but if you use Linux a while a learn your way around you may find you don't need windoze as much. I don't even have windoze. This rig has never even seen it.
You got good advice on services but they are also right about the reliability part too. I have had this and another system run for weeks without rebooting. I have heard of some running for years without a single reboot. It runs just as good before a reboot as it does before one to. Try that with windoze.
Try another desktop such as IceWM, it runs much faster than KDE. It doesn't have some of the frills but it is faster. There are also other desktops out there. I'm sure some people can post with what they use.
Once you get used to Linux you may also want to try another distro that you can compile specifically for your machine. I have never done this but I hear that it will be a good bit faster.