Project options -> Miscellaneous -> Uncheck "Always build (even if nothing changed)".
It's ok to have unchecked most of the time, but if you change some library files (such as update graphics/game library sources), get new Lazarus from SVN or something, then you may have outdated output folder for your project. It could result a mysterious error message, which you can solve by deleting the whole output folder from the project, or putting this check back temporarily. This will force them to recompile.
You could also try enabling Smart linkable (-CX) and Link smart (-XX) checkboxes to try speed up compilation.
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