How to force PostgreeSQL to work faster?

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Hi PostrgeSQL  team,

My PostrgeSQL installed as part of CYGWIN (Windows XP).
I have compared performance PostrgeSQL to MS SQL (I used a little Java program with number of inserts in table).
MS SQL is faster in 12 times :-(
It's very strange results.
Guys who developed this server: what you can tell in this - what customizations needs to increase of productivity?
How to force PostgreeSQL to work faster?

 Speed (inserts/sec)Elapsed time (ms)
MS SQL (Average):29539 869
 testInsert 5000 
 26318 977
 25519 619
 30616 334
   
 testInsert 10000 
 31531 716
 32430 905
 31931 325
   
 testInsert 20000 
 24182 919
 31363 922
 31763 101
   
PostrgreSQL (Average):24520 160
 testInsert 5000 
 26191 434
 26191 264
 26192 295
   
 testInsert 10000 
 22463 669
 25393 510
 24409 528
   
 testInsert 20000 
 24834 911
 171 184 613
 24820 218
MS SQL is faster (times):1213



______________________________________________________
With regards,
Serge.

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