Lag time

Hi! I'm wondering if anyone has experienced slow loading time and lag when running a large course? I'm in Australia and builing a course to be used by about 5000 people across the AP region. What I really want to avoid is users having to wait 5 or more minutes to access the course!! I have made a course is a similar program before and users had to wait up to 10 mins for it to download and up to a minute for it to transitition between pages, this is no fun for anyone!