Hi Lee,
That's odd, we haven't heard of that happening and it all opens right away for us. The API we call there to show the file open dialog is a standard Microsoft API. This is immediately seen every time between when you press the Open button and when the file selection dialog appears?
If it is happening in that spot, my guess is there's something in your Windows shell that the built-in file open dialog is having a tough time enumerating quickly for some reason. I'm not really sure what to suggest other thing seeing if you can think of any drives or other things in your Windows shell that might be causing it.