HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management
Look for a DWORD value called SecondLevelDataCache
This will by default be set to zero, which is equivalent to 256KB L2 cache
If you want to manually modify this, you can enter the size of your CPU's L2 in KB, e.g. 2048 for a new Dothan chip, BUT MAKE SURE YOU SELECT DECIMAL for the Base setting! (Or, alternately, fire up calc, enter scientific mode, and convert your CPU's L2 cache size in KB to hexadecimal).
There is no point to entering more than what you have. If anything this will cause problems. In fact it's not encouraged to even edit this setting at all, typically; I believe newer versions of Windows (2000, XP) "auto-tune" this parameter anyway.
***DISCLAIMER*** edit your Registry at your own risk. Not responsible for typos, system damage, etc. from mistaken/incorrect Registry edits.
I have made this edit on several older systems I have owned (triple-checking myself as always in the Registry) without ill effects. I have not done it under XP.