I did some digging on I*E tweaks and came up with this vid. I have to say that with I*E behind the proxy (t0r) it's about comparable in speed. It's a proxy after all so it's not lightening in a bottle here.
This does require some registry work, so if that makes you nervous, be careful. these changes are pretty straight forward (just be sure to write down the default values BEFORE you make any changes).
This video shows you how to basically do the pipelining trick for IE (same concept anyhow)
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