The following method helps fix the problem of Pro Evolution Soccer 3 PC running slowly on some machines... this fix will only work for Windows XP and does not work for everyone.
- Go to PES settings and set game in windowed mode with resolution set the same as your desktop.
- Start game in window and bring up Windows Task Manager (normally by ctrl+alt+del)
- Click on the 'Processes' tab at the top under the main menu.
- Right click on pes.exe.
- 'Set Priority' to 'Realtime' then return to the game.
- Maximize the window for full screen if required.