Hi Nelly,
Those are all good questions, I've been using XP for a few weeks now and have been asking myself too. Here's what I found so far:
- To enable DMA mode go to Device Manager (right click on My Computer->Properties->Hardware->Device Manager) and look at the properties for the IDE ATA/ATAPI controllers (primary and secondary). Under the "Advanced Settings" tab you can select "DMA if available" for the "Transfer Mode" option.
- I know this works in Windows 2000, so I'm assuming it works in XP as well. To disable the CD auto run run regedit and go to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Cdrom. Set "autorun" to "0".
As for the network part, I'm still working on that. Trying to get my Win98 machines to see it, and vica versa.

Hope that helps.