Are you saying that the time between pressing a key and seeing the computer respond (e.g. a letter popping into view in the text editor) is higher in Linux than on Windows?
If so, you need to supply more information:
- does this happen in X or at the console
- which video card do you have
- are you using a graphical console framebuffer? What is your VGA line set to in lilo.conf or grub.conf?
- which video driver are you using in X
- are you using both Linux and Windows with a keyboard attached to the computer, i.e. not remotely over SSH or VNC or something like that
- did I understand your question correctly
Some of these questions obviously suggest answers. I suspect that you're using a nonoptimal video driver.
If you simply mean that you're not fast at typing in commands, then learn the BASH shortcut keys. And learn about TAB-completion.