That could just be the amount of memory your computer has, and how fast it is. If its slightly slower then some of the newer computers then it will take a while to start(I know this from experience). The net launcher wil make it take a few seconds londer anyway because it has to go to the exe, and do everything it self. double clicking the SRB2 Icon makes it turn on faster, but I guess thats not what you're asking...
The net launcher MUST be in the same folder that SRB2 is in. If not then It will turn off.