Why does it take 15 minutes for my Bitcoin client to start? I use Ubuntu 11.10 and have recently installed the standard Bitcoin client 0.40. But the GUI only appear around 15 minutes after started. My machine is an AMD64 Athlon 4600x2 with 6GB RAM. Is this normal? (I don't think so) Any idea?
I can't be sure why your client specifically took 15 minutes to start. But I have benchmarked the client's startup process. Most of the time is spent validating the database to ensure the client has a sensible view of the hash chain.

It is "fast verified" up to the most recent checkpoint and then "slow verified" to the current block. Fast verification entails checking only that the header is valid. Slow verification is a much more complete verification that can only be done at about 20 blocks per second on hardware like yours. (Upgrading the client will help, since newer version of the client will have more recent checkpoints.)

If you passed the -rescan option, the client will check every transaction in every block to see if it relates to any account in your wallet. That will add some time to the client's startup time.

When you run the Bitcoin client for the very first time, it will take several hours to sync up to the network. The downside of a decentralized system is that you cannot trust anything and must check everything yourself. This literally requires you to fully verify every Bitcoin transaction that has ever taken place. I've seen that take 9 hours on Pentium 4 class computers with 100Mbps Internet connections. (Though I think it should be a bit faster now, thanks to bugfixes in the client.)