You should always try to improve your team if possible. For starters, try to get rid of Konerko, maybe aim for Aubrey Huff (who's been pretty decent) in some sort of a deal. I would hold on to Phelps, even though he's the only Jay not hitting the ball right now. Vidro is a solid 2B, and so is Walker (Todd I'm assuming). Since C is such a weak position, and except for Pudge/Posada, most catchers hurt your team, try moving using AJP as trade bait, and rotate hot catchers in and out of your lineup (assuming you guys have a waiver wire with unlimited add/drop). Millar is okay, but also expendable as well.
As far as your OF is concerned, sit tight and don't budge. All these guys will come around, even Hunter, who I still have faith in. Similarly, your closing is great, and there shouldn't be any concerns here. Again, you could try a 2-for-2 trade with Saski and a weak player(Sasaki+Millar, Konerko, or Phelps), for a lesser closer (Lyon/Politte/Biddle) and an upgrade at the position you give up.
Your SP is okay, not great. Beyond Curt, and maybe Meche, there isn't much to work with; again, maybe try using Sasaki and Mays for a wekaer closer and a stronger SP.
Hope this helps.