First, check to make sure you don't actually have the delay option enabled.
You can find that in the tray menu under Capture Options -> Use Delay.
Assuming not, see if it's only the FIRST capture that is slow, after not having used SC in a long time, with subsequent captures being fast. If so, you should try the option that cmpm mentioned about changing the "Inactive Memory Use". In this case it could also be a hard disk that's sleeping, for which there is no easy fix.