When you go to a web site, the first thing that happens is that a query goes out to the DNS server for IP address of the web site.
In order to eliminate this query, you can simply add the IP address and web name into the HOSTS file in the Windows directory.
To find the IP address, just PING the web name (ping www.microsoft.com)

For example, Microsoft would be:

207.46.130.149 www.microsoft.com #.url

You can do this for all the sites you regularly visit.