So how do I make them faster!?

Three ways... Better exhaust pipe, better engine, changing gear ratios.

Pipes... One of the things you can do to the car/engine, that will make the biggest performance difference of all, is to change the exhaust pipe. Most RTR cars are supplied with the most basic apparatus pretending to be an exhaust pipe. usually these are referred to as 'stock cans', or 'heli cans', as they are used in helis. By changing from one of these basic pipes, to a decent race tuned exhaust system can give you gains in the region of 30%, and transform the performance of the car. It is usually the first upgrade anybody does on these cars, as the difference it makes is huge, and very satisfying.

Gearing... As with all RC cars, changing the gear on the output shaft of the engine (commonly referred to as the pinion or clutch bell) for one with more teeth, increases speed and decreases acceleration. Similarly a reduction in teeth, gives better acceleration, and less top speed. The exact opposite applies to the spur gear (the large gear that meshes with the pinion), more teeth equals less speed, more acceleration. Less teeth equals more speed, less acceleration.

Some info on HPI Baja 5b gearsets which are available can be found [link=http://www.rcuniverse.com/forum/fb.asp?m=7172298]here[/link].

Engines... If you gear up for higher top end, as we said, you lose some acceleration. This can be made up for, by using a more powerful engine. Aftermarket and modified gas engines are worthy of a topic all on their own. There are many ways to go. You can either buy a complete race ported high displacement engine and replace the stock one, or you can buy what are called 'headkits' for your existing engine. Headkits are a cheaper way of upgrading your engine, as they will use the majority of the large parts from your old engine. Usually a headkit consists of a different engine head (usually ported) and a different piston. There are other things you can do (stuffed cranks for example), and as I say this is a subject worthy of an entire thread. If any good ones on the subject ever turn up, I will link them here.

Bear in mind, that speed is deceptive in these things. 40mph looks like 30 because of their size, and a 30lb car doing 40mph is a dangerous weapon indeed. Exercise caution where you run that you don't hurt yourself or someone else.