Improve Poor Performace with SQL 8 database

I just migrated my last MS Access database over to SQL Server 8 database.

I have  tables with 100-20,000 rows in them.

My question is what can I do to improve performance (page load time)?

I have pages that are taking 10 seconds to load that took 2 seconds with Access...I expected improvement with MSSQL.

I have indexed tables etc...

Is there something in the CF code I need to modify also.

I am using CF9