I have the same thing.

The first connection is slow for me on my pentium with the IDE disk
(WindowsXP/Superserver). When I try to connect the hard disk works
constantly about 2 minutes and then the first connection is
established. After that the other connections are made instantly.

On the other server(linux/classic) with scsi disks (raid5) , the
first connection is made instantly. As I exprienced a few days ago,
the first connection is made instantly on linux/superserver too. (and
bringing me the cpu usage problem)

Both of the servers have 1gb of ram. I beleive there's nothing wrong
with the XP system by itself(defragged,enough free ram,backuped and
restored recently). And also the database file is the same.