It could be a number of things:
* The program has no user interface to's just performing its tasks behind the scenes.
* The user interface has not loaded yet. (Still loading in the background.)
* The program has encountered an error (crashing) and is therefore unable to respond.
* Your system resources are exhausted, causing a delay in the response time.
* Explorer.exe is buggy, causing a dely or it not to respond at all.

Thus, you would need to do a couple things:
* Determine your version of Windows.
* Determine if this only happens with a specific program or set of programs.
* Determine if this happens mainly when a specific task is being completed.
* Check Task Manager to see if your CPU usage has spiked, you are low on free RAM, if a process has frozen, etc.

One thing I frequently try is opening Task Manager, right-clicking the process Explorer.exe, end ending it. Your taskbar, among other things, will disappear. Then go File->Run and type in explorer.exe and press Enter...everything will reappear. Now see if it is more responsive.

Let us know.