1) If you have a bootable CD-ROM in your CD/DVD drive and your boot sequence gives priority to a CD-ROM over Hard Disk 0 then it's normal to see the prompt to boot from CD. If you don't like it just change the boot order in the BIOS. If the boot order is not the problem, try adjusting the IDE delay in the BIOS - as this will give your IDE devices a few more seconds to spin up and be ready for use by the system.
2) Try changing your display drivers. Many people find different drivers work best for them (eg. for me the best drivers are the 22.50 - as the 23.11's cause a BSOD). Try several drivers and see what works best for you.
3) Your using a SB Live! sound card? - These have been known to cause problems when dealing with with large files on VIA based boards. Temporarily remove your Live! card and see if it improves things (better still throw it away and buy a decent RELIABLE card). I think the 4in1 drivers were supposed to 'fix' this issue but you never can really trust a SB Live! sound card on a VIA motherboard

4) In case you've got your memory settings set to anyhing othr than normal in the BIOS (eg. TURBO) try setting them back to default (NORMAL). Also, try memory timing at CAS 2.5 if you've got it at CAS 2.
5) If your overclocking your system - don't. Also, try underclock your system (to 100MHz FSB) to make sure your CPU and RAM are truly not at fault here.
6) Are you sure your IDE hard disk is 100% AOK. If you can, Ghost your existing partitions to another hard disk and see if it makes any difference.
7) Finally, as access1 stated, make sure you've got the latest patches etc for your operating system such as Win2K SP2 and all the Pre SP3 hotfixes. Also, make sure you've installed the AMD/Win2000 AGP patch from
www.amd.com --> Support...
I hope some (or all) of ths helps, Good Luck!