It this just my computer? If not, is there something that can be done to or at the site to increase the speed? Anu?

This can depend on how you're looking at the posts. If you have it in threaded view and have to go to a new site for each post, you're wasting a lot of time. With flat view you can see any number of posts per page, thus decreasing the transition time. Also, don't bother letting pages that you've already seen fully load. As soon as you see the numbers for additional pages, you can click on the appropriate one. When you're going back to the category index you can just back through all of the previous pages without waiting for each page to reload.