You can improve CodeRush performance by creating native images using NGEN.exe.
You can compile assemblies once for this install, do it automatically after each update, or disregard the suggestion and never see it again.
NGEN compilation is performed in a separate process so you can close Visual Studio or keep it running after you start. Compilation progress is updated in the notification area if Visual Studio is running.
CodeRush will only show this performance upgrade notification if Visual Studio is executed with administrator privileges.