What indexes have you created?
Normally you would have one clustered index on a primary key field per table, and then a non clustered index on each of your look up fields.
How bad is your performance, and what types of queries are you trying to run where performance is an issue? Also, what is the application environment? Sometimes it is the environment and not the queries themselves that is the problem.
mmcdonal
Look it up at:
http://wrox.books24x7.com