For Windows systems, when installing pythonX.dll to
system32 it should be added to
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session
Manager\KnownDLLs

This will speed up the initial loading of python.
Many applications the runs a  lot of python processes
(such as cgi ...) will run much faster.

See http://support.microsoft.com/kb/q164501/ for more
details.