Recently, I had a secure (https) site which was particularly slow with IE8 on Windows 2008 Server. The same site worked fine with IE8 on Windows XP and Windows 7. It was also fine with Firefox.
My solution involved turning of the Check for Server certificate revocation options in the Advanced HTTPS Security in IE under:
Tools > Internet Options > Advanced > Security: Check for Server certificate revocation*.
This might also work for you but it is definitely a workaround as the same option was enabled in IE8 in Windows XP/7 and I didn’t have any problems. I think it might have something to do with the combination of IE8 and Windows 2008 Server which has the enhanced security configuration enabled. However, simply turning off ESC in Windows 2008 Server didn’t resolve the issue by itself.