Vista - Is this a Vista issue or something else?

I was able to work find using XP. I got a new computer with XP preloaded and I started having some trouble online.

I use this computer for work online.

Some sites can sometimes take me an hour to open. At other times not so bad but is still fairly slow.

Someone suggested I try megaproxy to connect to their site.

I tried connecting using firefox and the page is still trying to open. I tried in IE and it was just as bad.

I tried megaproxy in firefox and the page opened in about 2 minutes.

It is this last fact making me wonder if this is not a Vista problem but I didn't have this problem with XP.

Why would megaproxy be able to open this site faster?

Thanks
Jon