How many games do you have in the (currently selected) MAME list versus the VBA list?
I am pretty sure this delay is something that was found to a problem a little while ago...Windows 98 for some reason seems to have a big problem clearing multiple (large) arrays without a delay, whereas say XP always does it in <1 second.
For the moment I'm afraid it's something you'll have to live with...all I can suggest is making a custom list with fewer games in (if you can sacrifice any) - the fewer the games, the quicker it will be.
I hope to try and improve this once I have finished the stuff I am currently working on, if I can find a way to do it...
Sorry I can't be much help
