If you have several things starting when your computer boots the starting sound is probably not first priority which may be causing your delay. If the sound isn't important to you, go to Start, Control panel, Sounds and Audio Devices, click on the Sounds tab, scroll down to where it says start windows and replace the sound with (None). You can also do that with the exit windows sound. This would assist in slighly faster booting and shutdown times.
I hope this helps.