I also bought this router and it has the same problem (takes time to light the internet led ) .... I thought that I had a faulty device and changed it with another device with the same model but I had the same problem .....
The latest firmware 31/10/2013 helps a little and speeds the internet led but takes about 4 or 5 minutes to light the led .... it is long time compared to another models .....
This is my case .... If you have solved your problem please let me know how ....
Many Thanks