Can you give us some idea of the length of time you're waiting for it to save your changes?
I think you actually mean *publishing*, not *saving* the changes. You would save the changes in the local web, and then publish the files to the server.
Therefore since you're not using EW to actually publish the file, I'm not sure this is actually an EW problem, and I don't think IE8 is involved if you use FileZilla. A slow network could simply mean its congested or it's just the way the EW publishing works.
In EW3 they've revamped the publishing tool to make it faster, though I have noticed in the past (with Frontpage and Expression Web) that its publishing tool does take its time. Currently I don't use the in-built publishing; I use the FTP plugin for Firefox instead, which suits my needs perfectly.
Andrew M