Why DELETE Takes Longer Than INSERT?

I'm running an ISP database in SQL 6.5 which has a table 'calls'. When the
new month starts I create a new table with the same fields and move the data
of previous month into that table and delete it from calls. So 'calls' holds
the data of only the current month. for example at the start of november
2003 I ran the queries

Create Table Oct2003Calls {
................
................

}

/* Now insert data of october into new table */

INSERT Oct2003Calls

SELECT *
FROM calls
WHERE calldate < '11/1/03'


/* Finaly delete october data from calls table */

DELETE FROM calls
WHERE calldate < '11/1/03'

The problem is that while the insert query takes about 2 minutes to execute
the delete queries takes over 10 minutes to affect the same no. of rows. Why
is that?
This causes problems because user authentication stops when this query is
running which means users cant connect to the internet.