How to make processing faster in GUI application?

Hello!
We have a client /server application that processes data fed to it and displays them on the GUI. The problem is when the data becomes large in amount. The processing becomes very very slow. It takes more than 1 hour to process about 5000 data.
What we currently do is that when the client receives data from the server, it is put in a List. The List is processed every 1 second. The function that process the List is called by the TimerTask class which is scheduled by the java.util.Timer.
The GUI uses a JTable to display the data sent. Users can opt to sort the data using any column by clicking the column header. Users can also delete data and perform other processing to the data displayed on the gui by selecting rows and clicking on the function on the toolbar or menu. Each of these user initiated processing is processed in a separate thread.
When data is few, processing is ok. all works well. But when data is large in amount. Processing becomes too slow.
I wonder if anyone has encountered this before? Please help. We badly need it.
Thank you very much!

Actually, the way you are suppoed to answer this question is get the OP to profile their code to find out where the bottle neck is. It is absolutely useless to change a bunch of LinkedLists to ArrayLists, if it buys you 1 millisecond performance gain. When in reality the code may be spending 80% of the time in one single method waiting for a lock on an object to be free before it enters a synchronized block.
We could suggest things all day, but unless the OP actually uses a real profiler and finds out what is slow, it's no use. Also, one thing to note, it may not be an application issue at all.
This type of scenario is common when you have a malfunctioning network card, or your router/switch is set up incorrectly, since those things can cause lots of packet loss. So it's not even clear if this is an applicaiton issue, or if things become slow because the network is slow.

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