Are you on broadband or dialup etc.? sometimes WLM takes a long time to "ping" the server. It may also be your PC's speed. Go to Control Panel -> System (in Classic View)
Beside the picture of a monitor/screen with the Windows logo in it, there is text telling you what version of windows you are using, how much RAM, etc. Try copying it here (word for word, please
) and we might be able to see what's wrong, and what is fine.
EDIT: Assuming you are using Windows XP, of course