Why didn't my gigabit network card result in better performance?

Summary: Gigabit network cards hold the promise of faster connections and operations. The key is knowing where your other bottlenecks might be.

I recently installed a Gigabit PCI card on my Dell Windows XP SP2 system. I'm running on a Cable LAN system and was hoping to see at least a small improvement on the 100mbps of the old card. I'm not complaining because everything is as was before the install,just wondering if there is a little tweak I should have carried out to help it along?

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It depends on what it was you were expecting to change.
I ran into a very similar situation when I upgraded one of my switches to gigabit and saw only a marginal performance impact. So I started looking into why.
First, let's make sure you've actually covered all the bases.

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In order for a gigabit (or 1,000 megabit) connection to happen, the equipment at both ends of the wire need to be gigabit-capable. You indicated that you purchased a gigabit ethernet card, but what's it plugged into? If it's a router or other device that's only capable of 100 megabits, then the connection will happen at the slower speed. You can't force a gigabit into a 100 megabit connection.
Similarly, if you're copying files between two machines, then both machines must have gigabit-capable network connections for you to be able to take advantage of the higher speed.
And if you're expecting your gigabit network card to somehow improve your internet speed, then you're going to be very disappointed. Your internet connection already has a maximum speed - a cable connection might occasionally go as fast as 10, or even 50 megabits, but that's slower than the card you already had! Putting in a faster network card will not speed up the internet connection provided by your ISP.

"Putting in a faster network card will not speed up the internet connection provided by your ISP."

So far I hope all that makes sense.
Now, let me tell you about a scenario that isn't nearly as clear, and had me puzzling over it myself for a while.
My desktop machine came with a gigabit ethernet adapter. I decided to speed up the connection between this machine and a backup machine by installing a gigabit ethernet card in that machine and connecting the two through a gigabit switch.
Now, even though a gigabit per second is 10 times faster than 100 megabits per second, I didn't really expect a 10x increase in speed, there are too many other factors at play. What I didn't expect was that the increase would be more like 2x. My ten-times-faster gigabit connection was copying files machine-to-machine only twice as fast as my 100 megabit connection had.
Clearly the gigabit connection had some effect, since there was a speed up, but it wasn't what I was expecting.
My assumption was that there was another choke point in the system. Just like the gigabit connection to your ISPs internet connection will never be any faster than whatever the ISP gives you, there must be something else in my system that was slower than my newly speed gigabit connection.
And indeed there was. I did some tests and discovered that the gigabit connection was faster than the transfer rate of my hard drives. The hard drives had become the slowest component in that machine-to-machine transfer. While the network was capable of faster speeds it was being held back by the work required to actually get the data on and off my hard drives.
Does this mean that the gigabit network is pointless? Hardly.
While in the past that machine-to-machine copy might have actually saturated my network, since the 100 megabit network was at that point slower than the hard drives and hence the limiting factor for the copy, now the copy could proceed at the hard drive's full speed, and still leave lots of network bandwidth for other traffic. Other machines and other network activities could continue without being nearly as impacted by something that would previously have used up all available bandwidth.
In practice, do you care? Probably not. At least not yet. As always, speeds and needs will increase so that eventually that 100megabit network will seem slower than molasses compared to future technologies.
But for now, for most home and even small business needs, a 100 megabit per second network is plenty.
And upgrading may not even get you the increase you were expecting.