> And the problem is that inserting those few elements into the multi_index container takes almost 9 minutes.

<...>

In addition to Joaquín's advice: ensure your benchmarks are done in
"release mode", i.e. with full optimization. Besides, if you compile
in MSVC and stl containers are somehow related to this operation, you
might also want to disabe so called "secured stl", which has enormous
impact on the performance: #define _SECURE_SCL 0

Thank you very much!This helped a lot!
Regarding _SECURE_SCL we are using ubuntu linux and Eclipse for C++ so i guess the above won't work.
Is there anything similar for eclipse? While googling i found many links from the archive of this mailing list, but nothing relevant.

Now from 22 minutes I'm down to 5! I'm already very pleased but I would like to become greedy!