The easiest way to tune TCP under Windows XP is to get DrTCP from "DSL Reports". Set the "Tcp Receive Window" to your computed BDP (e.g. 4000000), turn on "Window Scaling" "Selective Acks", and "Time Stamping".

Other programs that allow you to edit Windows TCP settings include SG TCP Optimizer and Cablenut.

To verify the changes, you can use the Windows Registry editor to verify the following:

# turn on window scale and timestamp option
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\Tcp1323Opts=3 
# set default TCP receive window size 
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\TcpWindowSize=256000 
# set max TCP send/receive window sizes (max you can set using setsockopt call)
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters\GlobalMaxTcpWindowSize=16777216

You can use setsockopt() in your program to set your buffers to any size up to GlobalMaxTcpWindowSize, or you can use TcpWindowSize to set the default send and receive buffers for ALL sockets to this size. Its probably not a good idea to set this too large, depending on how much memory you have in your system.

This article contains more information on Windows network tuning Windows network tuning.

More information is available in the following Microsoft Documents:

TCP Configuration Parameters

TCP/IP Implementation Details

This articles may also be useful:

Windows 2000/XP Registry Tweaks