It can and will take some time for all of your links to spider. Think of it as threads on a set mark... It'll take and open your site and find links, then save them, if your site already has some threads listed it'll take and do the same on those, etc. The next time through it'll spider those doing the same, and again and again till your site is spidered completely. The more you have listed the more it'll spider each time.
At least that's my understanding on reading up on most spiders...
