different speed browsing a shared resource.

Hello.
I would ask your opinion about this matter.
Suppose you have a PC connected to a LAN.
After a while, if you repeatedly connect to the same shared resource, for
instance a shared folder on a file server, you can find an icon automatically
mapped in "network places" for that resource, so that it can be easier for
you to connect to that resource again. Or you can add it explicitly, starting
the provided wizard in "network places" and giving the proper
\\server\shared-folder-path and a name.
Now suppose to open Windows Explorer and click on "network places". You find
an icon representing "all the network" and eventually some icons each
representing a shared resource. Suppose that one of those icons represents a
shared folder with a huge number of subfolders and files under it. Then you
can browse the content of that resource directly clicking its icon in
"network places" or you can do the same clicking every icon along the actual
path to get to that folder: for instance, "all the network", "Microsoft
Windows network", "yourdomain", "yourfileserver", and finally the shared
folder.
I've noticed this: browsing the content of that folder clicking directly on
its icon in "network places" is much slower that browsing the same folder
after having clicked all the icons representing the explicit path to it as
described before.
I can't explain myself the reason of this behaviour. Can anyone do it?
BTW the server is Windows Server 2003 based, the client is Windows XP based,
the network speed is 100Mbps, everything is fully updated and had been
installed with standard options. On the server, DNS, DHCP and WINS are all
activated.
Thank you for your time, kind regards,
Riccardo Pucher Prencis