Long time to open Start Menu

On a laptop when on the network the Start Menu opens fine after bootup. Whenever I take the PCMCIA nic out or don’t have the network connected it can take up to 3 minutes for the Start Menu to open the first time I attempt it. How can I stop this behavior? I’m using TCP/IP, DUN 1.3, MS VPN, 3COM Etherlink III 10 mbs. PCMCIA card.