This overview provides some guidelines and hints to help you improve application performance on Windows NT.
The sophisticated virtual memory manager in Windows NT permits applications to have direct access to very large data structures. Increased protection permits applications to be less concerned about cooperating with other applications, and more focused on being responsive to the user. However, there are costs associated with increased protection and portability to multiple processors that require some changes to the coding styles you used with earlier versions of Windows.
Both Windows NT and Windows 95 implement the Win32 API. If your application must run on both platforms, you must be careful that design decisions that improve performance on one platform do not seriously degrade performance on the other platform.