This is just a guess, but:

Before the main window pops up, XoloX starts opening its initial connections. You really didn't give any details about the configuration of the network you're using, but if you go through a dial-up gateway, that gateway would be instantiating the connection at that point. Perhaps that's the cause (dial-up time) of your delay?

Do any other internet programs show a similar delay when you start them (or tell them to connect)? Or, if you start one program (say... a web browser) that opens internet connections, then start XoloX while that program is still up, do you see the same delay? If not, this is a real puzzler... I haven't seen the behavior you describe on any of the machines I tested XoloX on, even the slow ones.

-3vi1