I may be that the app you are closing is doing some disk writing on its way out. VB is one I use that often does that, one little window at a time.

Every program does this. I empty temp internet
files, defrag, nothing helps.

I was just wondering if your System Resources may be low. This will slow things down. They can use up a lot of System Resources. I run with 95% free resources and it cured my problems when they were only 45%.

RESOURCES ARE LOW: It's a very common problem these days! To check your System Resources, do it after a fresh boot, by right clicking on "My Computer", clicking on Properties, then the Performance tab that appears. They should be around 85% or even higher for good operation. If lower, do the following:

TO INCREASE YOUR RESOURCES (WIN98): Click on "Start", then "Run", type in "msconfig" and click "OK". This will take you to the Microsoft Configuration Utility. Click on the "Startup" tab and this brings up all of the programs that load as Startup. Go to Denny Denham's site; and he has a good listing of what Startup items you must or should keep and those that are good to uncheck. Some entries, like Microsoft Office will give you back about 5% resources and others not even 1% after unchecking them. You'll have to experiment as to what you want to keep. I whittled mine down to about 5 or 6 entries including ScanRegistry and SystemTray (two critical items), McAfee AntiVirus entries, and a couple others and have 95% at boot.
NOTE: If you want Microsoft Office to load, make a shortcut of msoffice.exe and put it on your desktop. Clicking on the desktop icon will only have it active while you're using it. If you use Word while on line, click on winword.exe and drag it down to the Start button. If you need it while online, just click on Start and then on Winword. You can close Office, yet still access Word while online.