Fetching large no of data takes lot of time

Hi,
My application takes longer time (we see time out even) when data to be
fetched from Postgresql 9.0.3 is around 1900000 records. I am doing an
improvement at application level, but from database side any performance
tuning do i need to do?
I have not changed any parameters in postgresql.conf, so using default
values.

My PC has RAM of 4 GB (Windows 2003 R2 64 BITS)

Regards
Deven