TCP Winsock Delay

Is there any reason why there would be a delay from the time data is
received by the network card to the time Winsock notifies the application.
I have an application that has a 200ms delay from the time Ethereal says the
data was received to the time the app can process it.  This happens with
several different components.  It also doesn't appear to be a problem on PCs
with Delphi 2005 installed.  These delays are adding up over several calls
and creating problems.

Thanks