One thing you can do is to access power management options in Windows. For Windows XP users, simply click on Start and select the Control Panel. Click Performance and Maintenance then Power Options. You'll find many power management schemes - choose the one that is most appropriate for you.
 

The Power Options Properties screen in Windows XP
 

Whenever possible, try to put your laptop into Hibernation instead of Standby. Hibernation really captures an image of where you left off in your work and completely suspends the machine. Standby mode restarts more speedily but it consumes more power.
 

Setting up hibernate options in Windows XP
 

Believe it or not, if you keep several programs open at once, it consumes more CPU cycles and as a result, more power. Try to always work on one program at a time to save power in Windows. Exit one program before moving on to the next.

Another culprit that consumes power in your laptop is your WiFi connection. Try to turn this off if you're not using your wireless connection. I also mentioned this tip over here , simply because it's one of the best power saving tips for laptops.
 

Turn off wireless networking to save power
 

Another Windows power saving option you can use is to turn down the display brightness. This simple tip will give you many more minutes of power when you're running low on battery power.