If you search the Forum you'll find maybe a thousand posts that have the same topic/explanations. It's in the way yum/apt/smart is implemented in Fedora. There are tools to speed it up a bit but not to the extent that Debian's is. Here's the explanation: http://fedoraproject.org/wiki/Tools/yum
Personally, I just start yum on one desktop, then move over to another and do some work while waiting for it to complete. Really, we're only talking seconds to a few minutes here; most times you'll be on the machine for far longer than that.