Ok, This problem is very popular in Win Xp, Although it looks like it is finished loading, it is actually still adding the startup programs in to the System Tray in the Background, thus, forcing you to wait for a while!
Like Mekaziah told you, try to decrease the number of apps running in Startup........
To do this, go to START> Run > Type in "msconfig"
A little window will pop up, go to the "STARTUP" Tab at the top.
This will diplay a big list of programs that starty up when Windows boots up, and loads.
Try to uncheck all the apps that you don't need from that list.
Click APPLY, > OK, Then restart.........This should make it load a bit faster..........
PLUS: If you have any spyware software on your computer such as Gator, SaveNow, ect, UNINSTALL THEM, they greatly affect the loading spead of Windows.
Be also aware if you're using programs such as Adaware 5.0 and such that if you uninstall some spyware completely, this will cause certain programs to not work properly, or even at all because they've encoded with the spyware to work together secretly.
Ya thats true, it takes a while for the internet connections for me as well!
But, A long while ago, I connected a nrouter to the network, and I set it up so that it connects automatically when it is powered on (Which is always)...........The way it is now is whenever I turn on my computer, I just go in IE, without having to connect at all, and I don't have to wait long when Windows loads up! I just go right away!
I still don't know why it does it for the connections though!
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