I'm guessing you are talking about using the Windows client to download a document and open it with an installed application. I would start by confirming that it is a problem with the workstation and not with the user. So if that user logs in from another machine, are things better? If so, the most common cause is anti-virus slowing down the transfer of the document. You can try disabling the AV and see if that improves things. If it's not that, I would take a look at network and system traces to see if the delay appears to be in the download, in the call to the external application, or in launching the application. I would use Wireshark and ProcessMonitor.