Combining two ethernet ports

Link Aggregation is the term that you're looking for, but in most home setups this is not possible. You need a switch that supports 802.3ad, and those are usually semi-expensive enterprise-class pieces of equipment. Assuming you have such hardware, you need a NIC that supports it as well.

Other terms for Link Aggregation include: NIC Teaming, Etherchannel, Port Channel, or trunking.

edit: To answer your last question, if you're on a standard home router and that is your only piece of networking equipment then there probably isn't much to gain from having 2 links.

Windows XP doesn't natively support this but there are some motherboards that have link-aggregation capability, like Nvidia's Dualnet. Of course it's hardware specific and requires appropriate drivers. Here's one motherboard that has it:

There is this fellow who achieved a noteworthy increase in read/write speed,

Performance from the same workstation to the TS509 (neither teamed) was previously 45MB/s write, and about 60MB/s read. With the same workstation now configured with two gigabit LAN connections, the TS509 connected in the same manner, and the LACL trunks set up, I got a surprise. Write speeds jumped to 50MB/s and read speads are much higher at 83 MB/s using our 5.3GB test set of files.

but as MarkM says, it's not your normal home hardware.

No, there is not. Ethernet is a broadcast medium, so even if you could do this, both ports can't 'speak' at the same time. Furthermore, the routing for making this work would be complex and prone to failure.

Looks like I'm wrong, see below!

You could have two separate networks attached to your machine. So if you had two switches on two different networks, you could hook up one port to each switch. The primary use for a situation like this would be if you wanted to have one port be used for your external network traffic, and one port for purely local LAN-based traffic. But that's not really what you're trying to do. You want to use two ports to get a performance boost while speaking to a single external network, and that isn't going to work.