Step 1 - play full-screen, I don't really know why, but it helps loads. (+10 FPS)
Step 2 - play it in reduced detail, not entirely neccessary but it gets a few more FPS (+5 FPS)
Step 3 - download gamebooster (version 2.4, not 3.1) massive FPS increase when in "boost mode" (+25 FPS)
N.B. High end computers don't benifit very much from Gamebooster and windows7 doesn't really benifit at all (due to some clever RAM saving thingys that it has)
I'd be interested to know if anyone else has any FPS increasing tactics

(I went from 18 FPS to 60 FPS in a 150 entity system)