How to force PostgreeSQL to work faster?

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): 295 39 869
testInsert 5000
263 18 977
255 19 619
306 16 334

testInsert 10000
315 31 716
324 30 905
319 31 325

testInsert 20000
241 82 919
313 63 922
317 63 101

PostrgreSQL (Average): 24 520 160
testInsert 5000
26 191 434
26 191 264
26 192 295

testInsert 10000
22 463 669
25 393 510
24 409 528

testInsert 20000
24 834 911
17 1 184 613
24 820 218
MS SQL is faster (times): 12 13

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With regards,
Serge.