Ajax menu - set how menu loads

After one more menu (with 3000 items) was installed on [login to view URL] of my website, page became too large. (before it was 633kb and now 3800 kb (menu has over 3000 items) – it takes too long to load) So what I would like you to do is to make it load only on demand (when clicked on it, it would start loading) or after everything else loads. Any other changes to reduce file size are also welcome. Will send url to show the problem on demand. Thanks for bidding!