Reducing Connect time for static files

Exploring the webpage load by pingdom service, I just found that the
main delay of page load is due to slow load of images. The images come
from a cookieless domain. I changed the nginx conf for that domain as

location ~*
^.+.(jpg|jpeg|gif|png|ico|css|zip|tgz|gz|rar|bz2|doc|xls|exe|pdf|ppt|txt|tar|mid|midi|wav|bmp|rtf|js|swf|wma|wmv)$
{

proxy_redirect off;
proxy_set_header Host $host;
proxy_set_header X-Real-IP $remote_addr;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
client_max_body_size 10m;
client_body_buffer_size 128k;
proxy_connect_timeout 90;
proxy_send_timeout 90;
proxy_read_timeout 90;
proxy_buffer_size 4k;
proxy_buffers 4 32k;
proxy_busy_buffers_size 64k;
proxy_temp_file_write_size 64k;
access_log off;
}

It did speed up the load of images a lot; but still, the load of images
is not fast enough

Connect: 100 ms
Send: 1 ms
Wait 200 ms
Receive: 100 ms

Receive is controlled by the data transfer, but I believe it is possible
to reduce the length of connect and wait time by nginx configuration.
Any idea?

Posted at Nginx Forum: