I have found the problem, maybe you should be care about it:
If you enclose the search path in the compiler settings with qoutes (for example: compiler->search directory->compiler = "C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\include") then wxFileName.Normalize() takes from 4 - 10 seconds on each call and generates a wrong filename. wxDir::Exists() taks this long time also. Both where called from the codecompletion plugin. It seems that a) this quotes should be deleted (automatically?) in the compiler configuration and in the local build settings and b) this functions are taking so much time because windows is seraching for this (wrong) paths on the local network. "C:\ becomes \\"C, maybe a possible unc path.
Martin