stored procedure performance

Hi,
I am trying to improve the performance of a stored procedure in SQL Server 2000 by modifying 3 important queries within it, but I do not know much about database performance.
In the procedure the 3 queries are in a format similar to this:
INSERT INTO SomeTable
SELECT Column1, Column2, Column3,
Column4, Column5, Column6,
Column7, Column8, Column9,
Column10, Column11, Column12, Column13
FROM Employee e (NOLOCK)
INNER JOIN Table1
ON ...
INNER JOIN Table2
ON ...
INNER JOIN Table3
ON ...
INNER JOIN Table4
ON ...
INNER JOIN Table5
ON ...
INNER JOIN Table6
ON ...
WHERE Column3 = @SomeInitialParameter
The SELECT statement just gets columns from many different tables and inserts them as a row into SomeTable. The problem is the amount of rows the SELECT statement returns. Right now it varies between 10 to 2000 rows, but in the future it could be many thousands returned.
Could anyone suggest what I could do to improve this? Right now the procedure takes 11 seconds to execute, but with many thousands of rows it could take a bit longer. Someone suggested I use cursors but I tried that and it took a couple of minutes for the whole procedure to finish.

You can hardly modify such type of simple select using joins on many tables query.
As Frank said, if possible, can relook over denormalizing table design, else in SQL 2000 can have a look over index recommendations by Index tuning advisor.