One thing that having ECC will slow down (quite noticably) is the reboot/boot time.
When you have ECC enabled in the BIOS and you turn your computer on, the BIOS must write (a zero) and read (to verify that the bit is functioning) every single bit (512MB*1024KB/MB*1024byte/KB*8bits/byte = 44,560,285,696 bits!!!) before the bios-post is considered complete.
One my system with 1.5GB of ECC PC2100 DDR it takes about 3 minutes (yes, three llllloooonnnnngggg minutes) to complete the bios-post before win2k even starts loading.
Once loaded I can say there is no noticable difference between running win2k with or without the ECC.
-Phil
edit messed up my units...