If you try to require a gem before putting include System::Windows::Forms in your script, it loads the gem in a second or two. If you do the include first, it can take up to a minute.
Here's an example script to demonstrate the problem:
require "System.Windows.Forms"
require "rubygems"
start = Time.now
# If you reorder these next two lines,
# the script takes ten times longer to run.
require "active_support"
include System::Windows::Forms
puts Time.now - start
Doesn't seem to matter which gem it is, either.