Everyone has it, to different extents. Unless you don't have an optical drive, or somehow get Windows to not bother reading from it (turning off auto insert notification probably does the trick).
Basically Windows checks the CD/DVD drives for any media every few seconds (possibly even more often). While the drives are attempting to recognise the disc inserted, they do not respond to requests from Windows. It is during this period that Windows, practically, does bugger all and waits. I think that's what you're reffering to, davidedney123.
Actually, when disk is inserted, the drives perform some basic disk operations, then sends out an event to the OS through interrupt. The OS process the event and so on, which has higher priority than normal tasks, and thus cause a small hang on the system.
Therefore, the duration of the delay is really dependent on the optical drive, CPU, and all system resource as a whole.