Make sure you've disabled indexing (properties tab of the drive in Computer. Something like "for fast searching, allow the drive contents to be indexed..."). Also go into the disk tools, defragmenter and turn it off (or schedule it for once a week or something). You don't need your disk constantly defragging in the background. Between them they should cut down on pointless disk and memory activity which should help boost the game.

You might also want to try downloading SP1 if you have a net connection.

Have you turned the Anti Aliasing down to zero in the game? Doing that will help. In latter parts of the game it does need a large amount of graphics capability and processor power to get through a turn. I have a dual core 6800 and a GeForce 7700 and i still get a lag in the latter parts of the game (ie a turn can take a min or so to process).