We would use a STARTUP database trigger to accomplish this.  Here is a small example showing the pinning of a sequence in the shared pool upon startup:
SQL> drop sequence scott.my_seq;
Sequence dropped.
SQL> create sequence scott.my_seq;
Sequence created.
SQL> create or replace trigger PIN_STUFF
  2  after startup on database
  3  begin
  4          sys.dbms_shared_pool.keep( 'SCOTT.MY_SEQ', 'Q' );
  5  end;
  6  /
Trigger created.
SQL> shutdown
Database closed.
Database dismounted.
ORACLE instance shut down.
SQL> startup
ORACLE instance started.
Total System Global Area   43775244 bytes
Fixed Size                    70924 bytes
Variable Size              38825984 bytes
Database Buffers            4800512 bytes
Redo Buffers                  77824 bytes
Database mounted.
Database opened.
SQL>
SQL> select owner, name, kept
  2    from v$db_object_cache
  3   where owner = 'SCOTT'
  4  /
OWNER      NAME       KEPT
---------- ---------- -----
SCOTT      MY_SEQ     YES
As for improving performance on NT, it really won't be significantly different then on Unix or MVS.  90% of the tuning is done at the application level (tuning queries and such) and is fairly easily accomplished with SQL_TRACE, TIMED_STATISTICS and TKPROF.
The guide:
</code>  
http://docs.oracle.com/cd/F49540_01/DOC/server.815/a67775/toc.htm   <code>
is the server tuning guide which covers all of these topics in great detail.  
followup to commentIt must be installed as SYS (or internal or "/ as sysdba")
A public synonym is NOT created for it, no grants are made on it.  So, after you install it as SYS, you must grant yourself DIRECT (not via a role) access to it to create the above trigger.