improving windows functions performance

Hey,
I have a very big query that consist from 3-4 subqueries that use windows
functions. There is a chance that I'll need to rewrite the query but first
I'm trying to search for other ways to improve it and I'll be happy to hear
if one of u have an idea.

Basically my table has the following structure : (objid,first_num,last_num)
and each record is a range from the first number to the last one for that
specific obj. I'm trying to unite ranges that overlaps. For example :
for the following table :
objid first_num last_num
1          5                7
1          8                 10
2          4                   6
2          9                   10

I would like to get :
objid first_num last_num
1          5                10
2          4                   6
2          9                   10

I have a query that does it but takes about 4s for 1.5M records. I created
an index on (objid,first_num,last_num) in order to use only index scan
instead of seq scan on this table. I wanted to here if u guys have any
other ideas.

Thanks.