Another work-around for IE8 starting slow (if you don’t have immunization by any tool) is posted by MVP and ZDNET writer, Ed Bott:
Register the actxprxy.dll file in XP or Vista
See if that will help anyone because it help others.
See also IE8 Fix It solutions and others: http://www.calendarofupdates.com/updates/index.php?showtopic=17923. Other discussion here and here.