What resolution are you running on? People these days have the tendency to run older games in their native resolution and then complain that there's lag, while this is obviously just because the engine was never designed for handling quite that many game elements on the screen at the same time.
If it's not that, though, I found another post here which might be helpful:
http://answers.ea.com/t5/Command-Conquer-The-Ultimate/Yuri-s-revenge-runs-in-slow-motion-The-only-game-in-the/td-p/320560
(I think for YR the config file is called RA2MD.ini, though)