rundll32.exe delays when game(s) run

Heyho

I've seen this happen for quite a while. For some games, I'll see rundll32.exe take some CPU, and it can take as long as a half minute for the game to finally run. If I kill rundll32.exe then the game .exe gets killed too

Battlefield Vietnam, GTA3-San Andreas, even StarCraft 1 I believe regularly do this to me

How could I remedy this ?

this happens to me alot too particularly when running half life 1
what i do is that i run it, run it again then kill rundll32
the game starts fine(if i don't run it like that it won't start, rundll32 won't close)