I know this is not so much a programming question but it is relevant.
I work on a fairly large cross platform project. On Windows I use VC++ 2008. On Linux I use gcc
I personally found running a windows virtual machine on linux managed to remove a great deal of the IO slowness in windows, likely because the linux vm was doing lots of caching that Windows itself was not.
Doing that I was able to speed up compile times of a large (250Kloc) C++ project I was working on from something like 15 minutes to about 6 minutes.