Yes, as Bryan mentioned, check your form in firefox. Performance of web
enabled forms in firefox is much better than the IE. This is because IE uses
strict parsing rules and the form loads and works very slow. Also try IE 7
which is better in performance than IE 6. Here are some more recommendations:

1. If your form is very large, break it into smaller sections using views.
2. Explicitly close any data connections opened in your code.
3. Avoid unnecessary loops
4. Use xsl queries to find an xml node instead of using loops.
5. Use fiddler or IE developer tool bar to find any hidden script errors in
your form