It is not a Vista issue, it is either a setting you have with IE or some other software you have loaded that is scanning the web site and links on the web site before it is loaded.
First try resetting IE security settings to their default levels. Then visit a web site. If the issue is not resolved lower the security settings. Keep lowering them and changing them and allowing this and that to see if it will work. Turn off "protected mode". Don't worry you can always click the "default" button and instant reset defaults after your tinkering. If that does not resolve your issue do the below steps.
Then try disabling your virus software completely and visit a site. If the issue is resolved then your virus software is delaying the page load.
If you have other "security" software try disabling it. Norton and McAfee are two prime candidates to slow down web page loading. Many have link scanners that visit every link on a web page before they load it. This can dramatically slow page loads! HIGHLY RECOMMENDED: Get rid of any type of Norton and McAfee software and replace it with alternatives, many of which are free and work better. Good virus software is
http://free.avg.com
There is no need for any additional "security" software such in Vista! With XP you needed to run weekly scans with Spy Bot, Ad Aware and all of that. Windows Vista is secure and has "Windows Defender" which takes care of spyware so you don't need anything extra. Set your Vista to automatic Windows updates and forget it.
Hope this helps! Contrary to others advice I have used Vista for several months and no way would I go back to XP (or win 2000 or win 98, etc). There are just a couple of things you need to understand about vista and how it differs from XP and when you do that you will appreciate it's features, speed, ease of networking, automatic defragging, automatic spyware scans, and on and on. Just do not install Vista on an old computer, it wasn't designed for that.
I still recommend using Firefox or Seamonkey over IE for a web browser, but I realize that some sites were designed for IE only so you must use it. Some MLS require you use IE only (when will they wake up?)