BleepingComputer.com: Downloading issues

I'm running ie7 with windowsxp although i sometimes had the same problem with ie6. When i click download on rapidshare or a similiar site, it often takes forever for the download window to pop-up. When the window does popup, my download is usually really fast (sort of like it's been downloading the whole time, but the window just decided to show up now). This usually happens after i've already had 1 or 2 normal downloads. It's not always like this, but it's becoming more and more frequent. For whatever reason, i prefer IE to Safari/Firefox/etc so i'm looking for solutions other than changing browsers. Please help!

Thanks in advance.