Lag when clicking MFC file menu

Hello,

I am developing a CFormView MFC app. When I go to click something on the menu, it takes awhile before the event happens. The project is build optimized in release mode. I have 3 additional threads and I thought they might be blocking the internal MFC framework stuff, but I use the Sleep() call in each thread to yield to the MFC main app. What could be going wrong here?

Thanks,
Chris