I see only four options for you:

1. Buy a faster computer
2. use an array, not a hash (if your data really is numerical & sequenced)
3. Code it in C
4. Live with it

Here's some timings on my computer (Linux, Perl 5.8.8, AMD Dual core 4800)

use Time::HiRes qw/time/;

my $start = time;
my %save;
for(0 .. 2000000) {
    $save{$_}{$_+1}=$_+2;
}
print "hash: ", time - $start, "\n";

$start = time;
my @save;
for(0 .. 2000000) {
    $save[$_]{$_+1}=$_+2;
}
print "array: ", time - $start, "\n";

#Ouput:
#hash: 4.92373299598694
#array: 3.34077191352844
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