Not a stupid question.. Here is what you need (remember download the one for your platform like jeeps said - i.e. Windows XP, Windows 98, etc.) and I suggest running a speed test before patching anything to see how much faster it goes - I can post links for those as well:
1. TCP Optimizer - this is the only one common for all platforms - download this and open it - click "optimal" settings and then reboot
2. SpeedGuide Generic Registry Patches - pick the one for your platform - download it, open the zip file, double click the patch and say yes to allow it to tweak your registry
3. Web Patches - faster loading of Web Pages - pick the one for your platform, etc. etc. same as # 2
Does that make sense? If not let me know and I can further elaborate.