There are lots of ways, these links should be a good starting point...
More information such as databases, versions, setup (is it 64bit, Server?) etc would be useful.
How are you doing your multiple joins? (custom or integrated sql) Are you using extracts? How many rows of data do you have?
There's so many different factors that could cause performance issues and/or be places for improvement. We would need more information to be able to give you more specific help.