On the Windows XP Machine, you may want to try this:
Go to My Network Places
Click on "View Network Connections"
Right click on your network adapter and choose Properties
Click on the TCP/IP Protocol and choose Properties
Click on the Advanced Button
Click on the WINS tab
Make sure the option Disable Netbios over TCP/IP is checked
Sometimes in the networking environment, if this is set to default, it will search for a Netbios connection and wait for that to timeout before it uses the TCP/IP connection. That could be the delay you are experiencing...