What is the fastest way to get a resultset

I'm very new to Postgresql, so don't beat me up to bad if you see a problem,
just Inform me what I've done wrong.

I'm use Postgresql 7.2 (PeerDirect's Windows port) on Win2000 384MB RAM 10GB
of Free space 800 Mhz, using the ODBC driver 7.03.01.00.

I have a table that has 103,000 records in it (record size is about 953
bytes) and when I do a select all (select * from <table>) it takes a
whopping 30 secs for the data to return!!

SQLServer on the other hand takes 6 secs, but you can also use what is
called a firehose cursor, which will return the data in < 1 sec.

I have done everything that I know how to speed this up, does anyone have
any advise?

Thanks