Hi Pedro
You need to isolate System Swap(Page filesystem), System Databases, Tempdb, and User Databases to separate disks (LUNs), this can be done bases on your storage. if you are using internal disks isolate to different RAID sets. It is strongly suggested do not Share tempdb and other dbs LUNS. this helps reduce DISK I/O overhead.
Let me know if you have further questions i am happy to answer.
-giri