Strange "feature" what you describe. It really should not take a longer time. In fact when I start BSPlayer it's ready and available instantaneously, without delay.
The only thing I can think of are the various settings of Options/Preferences, such as (e.g.) on the General Tab "Register extensions on player start" (if selected: unselect) and "Don't use WinLIRC" (if not selected: select, unless you use infrared controller) and also all selected "Remember so-and-so" options (on any Tab), which you perhaps do not need.
Success!