When creating partitions under windows, you should take care to get the correct alignment.
With the correct alignment you can gain/loose between 10-40% of performance.
The technical details can be found here:
http://msdn.microsoft.com/en-us/library/dd758814%28v=sql.100%29.aspx
It's a document about SQL 2008 server, but the same applies for "normal" applications too.