"Oh by the way am I right about when opening a webpage and it says done in the status bar that there should be no more to load as you scroll down the page?"
I'm really not sure on that. I've experienced exactly what you've described on my old XP machine with IE8 and on my 7 machines with IE9. Doesn't happen very often at all. It might have something to do with how the website was created. I'm not an expert but I believe some of the things that must be considered are how new or fresh pages are added to the website, changing the page order, modifying the page template, etc. I guess any of these parameters could cause problems. But if IE8 is acting weird on most websites it's probably an IE problem.
Just out of curiosity, if you visit a website, go to another website, then return to the first, do you still experience problems? If you haven't cleared browsing history, cache, temp files, etc the first website should load pretty quick. Does it?