Why are file dialogs slow?

I have two very powerful xp machines(core 2 duos, 2 gigs of memory, etc)
that handle everything very fast except when a file dialog comes up and I
want to save a file (or open a file) somewhere I hit the dropdown box and
the systems just sits there, sometimes for 15 seconds, before it shows
folder/file dropdown.

I have noticed this as a problem ever since Windows NT came out. What
causes it and can anything be done about it.

--
Regards,
Gary Blakely