it's likely your internet connection, although it's possible that the website you're trying to access doesn't support safari (mac standard browser). you could try downloading firefox and see if that works better.
Is it only slow in certain places (like that website), or is it slow no matter what? If that's the case, and it's slow on everything, it could be your computer though.
Clearing cookies/history won't do anything in this situation, because if it's your connection or the computer itself, then all it will do is clear the data, but that won't make it go any faster.