As they say, a fool and their money are soon parted... Expensive most certainly does not mean you have a good machine. In fact, anything over $2k should raise an eyebrow because there is very little you can add beyond $2k to make the machine any faster. So there is a good chance you got swindled and since said company was willing to swindle you, do you really believe they gave you good parts and configured the machine properly? Probably not which is why they have to swindle people to begin with.
Anyway, this is extreme case. The worst I have read about are people complaining about 2 minute wait but then again I am not a dev so I dont follow all the threads. Are you playing LAN with your friend? Does this only happen in multiplayer? If so then it only takes one computer to bring down the time. So its possible that your friend is the bottleneck or there is something wrong with your setup. My 1st guess is a network monitoring program (probably through an anti-virus) that is scanning every single packet. This "feature" is becoming more common so I would uninstall the AV to see if that fixes the problem. We do this all the time on servers but we have dedicated hardware for it.
If this is in single player, then odds are its either the anti-virus doing funny things or your computer is swapping memory in a very strange and inefficient way. If you have enough memory then this shouldnt be happening but if you dont and the computer is swapping then there can be a lot of slow downs. The 1st is easy to test, simply uninstall any and all anti-virus software. The second is harder to test since I dont have specifics on your rig. Check your memory usage, check your CPU usage, check your swap file setting in the OS, check your video card performance, etc.
My gut says that if you are in multiplayer, then the problem is network synchronization related.
