Packet scheduling methods that approximate Generalized Processor Sharing (GPS) are currently the focus of much research in the area of Quality-of-Service (QoS) networks. The ability of GPS schedulers to provide rate guarantees as well as delay guarantees meets the demand of many network applications. This paper addresses a shortcoming of GPS which can have significant impact on the service provided by GPS, however, which has been given little attention. Since, with GPS, the service rate received by a session is proportional to the number of backlogged sessions in the system, the service rate of a session may change abruptly if some other session becomes active. This may result in abrupt increases of delay of consecutive packets. In this paper, we propose a new scheduler, called {\it Slow-Start GPS} (S$^2$GPS), which alleviates the problem of abrupt decreases of service rates when new sessions start transmitting. S$^2$GPS is a modification of GPS where a session does not receive its guaranteed service rate immediately after it becomes active. Instead, the service rate of a session is gradually increased. We show that this prevents an abrupt delay increase of the other sessions. We derive delay bounds for sessions constrained by leaky buckets and we express quantitatively the advantages of the S$^2$GPS scheduling discipline.