If you think you are unlucky to have an Intel GMA-powered Laptop, like me, worry no more my friend.
For others, not familiar with the subject: on Intel Video Cards, the Blender 2.5 renders pretty slow, like 2fps or something. At least on my Laptop.
Because under Linux everything looks smooth and crisp, I really tink the GPU power is not an issue, so I started to dig.
Long story short:
In Blender 2.5 go to User Preferences > System > Window Draw Method and change from Automatic to Full
Come back to where you started and want the default startup to look like and press Ctrl+U to save the default setup. Confirm.
Restart Blender and: TADA!