this can be a lot of things, i would T/S it as follows..
1. check that user's computer -does it seem very slow at other things as well such as online d'l or communication with the sever, or just in general like opening progs?
2. use that user login on another xp pc, the software probably has a logon, so does windows, if it is roaming profiles, you can log that user with the problem on at another pc (identical enough right?) and see what happens regarding speed.
3. do # 2 but reversed with a known working username on the person's slow PC.
4. -from #1-3 you should find an answer to why and how to speed up
* this program, how is it configured on the workstations? is it running on the server, with just a shortcut on the workstation pointing to the server? what are settings like antivirus and firewalls on the problem workstation and a working one? anything different? when did this start getting so slow for the one user? can you try something like reinstalling the program on the workstation to "fix it" was the app in house or someone outside the company made it?