i have noticed this before when i place buy and sell orders too (i use comsec).
Are you placing one big buy order or one big sell order?
this is from my experience:
i have found that when i place a large order (e.g only) of a buy or sell of say $100,000 worth, it would sit on my order screen as processing for "2 to 5 minutes".
i found out myself from trial and error that if you places 4 indidiual trades of $25,000 (to continue with the $100,000 example) the buys/sells occur instantly.
so if you want to stay with comsec, and your happy to place a few buy/sell orders in stead of one, that might help.
