Delay after entering password on welcome screen

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Ok, this is stumping me. Let's say I'm *already* logged into windows. If I
hit Windows Key+L to lock the PC and get to the welcome screen, there is a
slight delay with a blue screen. Now, if I type my password in (and mind you,
everything is idle, nothing is loading or working in the background), why is
there is 5-10 second delay after hitting enter? The same happens if I don't
even have a password...

Any ideas??
.