I guess the main reason it gives me a speedup is b/c normaly I only have ~100 megs of physical memory free. With this shell running, I typicaly float around 200 megs free. Why that is I have no idea, last I recall explorer never took 100 megs. With your average person this might not make as big of a difference, but with me it certainly does. I am running on a laptop with a 4500 RPM hard drive, memory paging KILLS performance badly. With this shell, I hardly have a problem with that at all, in fact in counterstrike I am always the first person in the game upon map switching b/c now the maps barely take a few seconds to load, wasn't like that before. Its almost as fast as my 24/7 linux system now.
I guess another cause for this too could be that whenever I load games, I always notice that the shell shrinks to taking about 4 megs of physical memory, whereas explorer seemed to actualy grow while games were running.