I was having that problem on my work computer--I just hate it when I try to surf the web at work and it's slow!!
So... what seemed to help, and it may be totally irrelevant, I deleted all temporary files at:
c:\documents and settings\"my user id"\local settings\temporary internet files\content.IE5\...
then there are 4 folders on my machine, and I deleted all the files in those folders.
Perked my machine right up...