OK, here is a workaround.
The issue is with the file dialogs in KDE in particular, and possibly Gnome. The workaround is to have OOo use its own, rather spartan, file dialogs.
Tools | Options | General tab
In the middle on the left side, check the box "Use OpenOffice.org dialogs"
All the delays go away.
Much thanks to the fellows in the Compuserve Linux forum, message 12.
Hopefully the next update to KDE will fix this, as it makes the use of OOo almost impossible.