Probably your firewall blocks scan attempts from the server, and it waits for timeout. If your firewall has an option to 'reject' packets istead of 'dropping' it, setting it may help. If you have no control over a firewall (you're behind a router in a LAN for example) i don't think anything can be done.
Scanning on connect isn't the best method, most networks scans you once you're fully connected and then disconnects you if something is wrong. You can read more about scans and open proxies
here.
