I would say if you dont want to spend any money i would just uncork it by removing the end cap off the exhaust and taking the air box lid off.But if you wanna spend some money probally would be best off by getting a exhaust system and re-jetting your bike, also you could just get a Procom cdi rev box it is only about $100 and it adds 1200 rpm's and 5 horspower at the top end and takes about 30 seconds to install.
Heres a link for a slipon style pipe
eBay Motors: 1999-2007 HONDA 400EX TRX400 HMF EXHAUST SLIP ON SYSTEM (item 120271913537 end time Jun-18-08 13:24:15 PDT)
By the way welcome to the forums and post some pictures of your new toy
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