OCModShop posted a guide about speeding up Internet Explorer

If you visit a web page with lots of images (and supporting files like CSS styles and Javascript), then you can have a slower browsing experience. On average, your browser has to make more than 40 requests to the server before it can assemble the complete page. Requesting all the files you need two-at-a-time is going to be slower than requesting 10 files at a time, for example.

You can speed up Internet Explorer by tweaking hidden registry values, thereby enabling your browser to get more files in fewer chunks.

Vista Tip: Speed Up Internet Explorer