Is it just as programs are loading when you log in or is it frozen permanently?
If it is just while programs are loading and you want your computer to be responsive faster, then you will need to reduce how many programs are running at startup (such as any messengers like Yahoo Instant Messenger, or OpenOffice starter, etc, etc). If the start bar freeze doesn't unfreeze no matter how long you wait, then a temporary fix (for each time you boot) would be to press CTRL + ALT + Del (to bring up Windows Task Manager) and end task the explorer.exe that is "not responding" (which is located in the "Processes" tab). The start menu and desktop icons should disappear and then come back again. If they don't, then in "Windows Task Manager," go to the "Applications" tab, click "New Task..." (located in the bottom right of the window), type in "explorer.exe" and hit "ok." Everything should pop up.
If it locks up again, then are there any other programs at 100% CPU usage? What about other programs at extremely high memory usage? (To check these, you have to be in the "Processes" tab) If too much memory is used, your computer will use your hard drive as RAM, which will cause an extreme amount of slowdown and could be causing these problems you are speaking about. (maybe some poorly done spyware or adware is eating up all your RAM.)
It's possible that this is a known problem with some people's setups and there might be a solution offered by Microsoft. After anyone installs Service Pack 2, there are millions of updates that need to be applied. After applying those, if the problem still exists, search the Microsoft database or maybe someone else here (or elsewhere) could help you.
Well, good luck. :)
Phil