Outlook Express shows a delay in connecting

The system in question is running Windows ME and using a dial-up modem. Connection is to Tiscali but I don't think any of this has any bearing on the problem!

If outlook express is set to send/receive messages on startup then when it does start up there is a considerable delay (maybe 2 minutes) before the system decides to connect.

Additional to this, I noticed that when I was in Internet Explorer properties and changed the connection from "Never dial a connection" to "Dial whenever a network connection is not present" then when I 'Apply' or 'OK' there is a considerable delay here as well.

Any clues as to what might be going on?

I've scanned the machine with Spybot, Adaware and AVG Antivirus but there's nothing found.