Hi Masroor,
in my humble opinion I would suggest that with a list of 8000 items you probably want to re-think your strategy on how this information is displayed to the user. Ideally you don't want the user needing to scroll through 8000 items in a drop down, perhaps there is a way you can filter the data down to a subset that is a little more manageable? Maybe another option is to use cascading drop down lists.
But back to the question --- I can“t imagine that there are good chances to improve performance with 8000 items in a drop down list.
If you need further information with using cascading drop downs refer to the following link:
http://blueinfopath.blogspot.com/2008/11/cascading-drop-downs-in-infopath-web.html
Regards,