Wow, I just got a new computer and wow, NF setup installation began yet again. After long hours of investigating and experimenting, finally sovled this issue. Here is what I did.
1. Install to program file x86 folder
2. set compatiblity mode to Win 98/Win Me for the 3 application
3. set run as admin on all 3 application
4. click the last 3 options on all 3 application
5. Add the 3 application to the list of DEP
6. Add Virtual Memory (double the physical memory)
Done. No more screen lag.
P.S. Funny story, I had the first HA with the new fleet that I joined. What happen is that cuz of the lag, I was staying so passive in HA tile that I kept on getting yelled at "push the lane!!". I know that if I push, I am pretty sure I will get sunk in this condition, so I just stay back and let the opponent to push and hit him the save way. However, our fleet leader doesn't like the sight of that. Even though we won the HA with 50min to spare. True story.