Try increasing the cache with "--cache=1024". If this doesn't help, kill the blockchain db with "removedb" and reload it with "--fast".
I've started GUI version - to do commands you've recommended, should I go to the directory where wallet installed and use cmd?
Yes. I recommend to make a backup of your keyfiles first!
Start cmd and cd to "C:\Program Files\Ethereum-Wallet\resources\node\geth" (the name of the installation folder can be different on your machine).
Run "geth removedb" and then "geth --fast --cache=1024". You can stop the program with ctrl+c.