This contribution won't help you but I am bookmarking it as I have similar problems.
I communicate with a remote server via a SonicWall VPN connection. Transferring files between my local hard drive and the server is fast enough. But if I try to open a Word document directly from a remote shared drive 'nothing happens' and eventually I get Word Not Responding. If I copy a Word document from a remote shared drive to the local My Documents (which takes a few seconds), Word opens it 'instantly'.
I am using Word 2000 and Windows XP.