Use OpenLayer's Hosted Version

The OpenLayers library is a Javascript library. By default, the Drupal OpenLayers module uses the hosted version of the library at: http://openlayers.org/api/OpenLayers.js

Host on Your Site

To get better performance, you will want to download the library yourself and host it on your site. Please note that you need to download the whole library, as OpenLayers has CSS files and images that are needed for it to work. You can just download the whole library, unpack it and point the module at the OpenLayers.js file at Admin » Settings » OpenLayers » Settings.

Build Yourself

For even better performance, you will want to build the library yourself with only the parts that you are using for your site. This may get a little advanced for most users, as you may not know what specific parts your site is using. The second version of this module should have better support for building the OpenLayer library. There are two main ways to building your own library: