I was on another board, non trading related and someone posted this link to Namebench. It's a utility by Google to speed up the internet for you. The guys on the other board said it worked great. Supposedly, it looks for the fastest dns server for the web sites you go too and allows you to set your machine for it. I am too skeered to use it. Bad things happen to me when I goof with stuff like this. I am sure some of you brave souls can experiment with this and let us know(g). It might end up being a great tool for faster order execution. http://code.google.com/p/namebench/
It's not going to speed up order execution, generally all orders will be going to the same brokerage host ip and your pc will hold the address of this host in its own cache. It may make a marginal difference for the first connection that is established to the broker. EDIT: It may make a noticeable difference in general web browsing, especially if you are using certain ISP's (ahem...comcast) notoriously slow dns servers.