" I haven't noticed any change in the speed that applications are ran (games, software, webpages...), they even run slower ..." Well, which is it, no change or slower? If, indeed, slower, then there's clearly something not right, but I'm not sure what it is. Did you follow GX1_MAN's advice?
As far as virtual memory is concerned, I believe it's normal for Windows, if you let it manage virtual memory, to allocate more space when you increase RAM.
"I have posted this question here because I heard that WinXP has difficulties in managing amounts of memory exceeding 1GB. Even the salesman where I've bought the 1GB stick told me this." Well, then <LOL>, why did you go ahead and buy an additional 1GB?
I believe Win XP is supposed to be able to handle up to 4GB on most systems. If you do some Googling, I think you'll find numerous references stating that.