First and explantion: You may recall that when you visit a web site that showshyperlinks to other pages, the hyperlinks are a different color if you have already visited the linked page. Your browser does this by keeping a list of all the pages you have ever visited and then comparing it to the hyperlinks on the page you are about to view. Before fully loading the page, it compares the hyperlink to everyone of the pages you have ever viewed. Let's say you have viewed 1000 pages previously and that the page you are about to view has 20 hyperlinks. Your computer has to perform 20,000 comparisons before it can open the page. That's a lot of work.
You can simply erase your history by selecting Tools, Internet Options, General tab. Select erase history. The obvious disadvantage will be that you won't know if you've been there before. But it should load fast.