KevG,
As bcastner suggests, definitely download programs like the one he posted in addition to Ad-Aware and Spybot. Each program will search your entire registry, hard drive, and running processes for any intruding programs that it identifies as spyware. Running all 3 will ensure that you catch everything that is currently known.
Back to your original problem, it may also be machine specific as some piece of hardware or driver might be causing the delay. Just to be sure, I'm posting the list of fixes that I ran which resolved the problem for me (I'm not sure which one actually did it, or if it was some kind of combination):
1) Recommended Update for Windows 2000 (822831) Web site
2) 818043: Recommended Update for Windows 2000 Web site
3) Security Update for Microsoft Data Access Components (823718) Web site
4) Security Update for Windows 2000 (KB824146) Web site
5) Security Update for Microsoft Windows (KB824105) Web site
6) August 2003, Cumulative Patch for Internet Explorer 5.5 Service Pack 2 (822925)
~cdogg
[tab]"The secret to creativity is knowing how to hide your sources"
[tab][tab]- A. Einstein