SharePoint 2007 + Windows 2003 NLB (IGMP+Multicast) - poor perform

I have set of SharePoint 2007 Web servers and SQL servers attaching to a
"Cisco Catalyst Blade Switch 3020" which is specific for HP c-class blade
enclosure.

The two SharePoint 2007 web servers are configured with Windows 2003 NLB
(IGMP Multicast), "IGMP snopping" has been enabled for the VLAN (SharePoint
web servers and SQL servers reside) configured at that "Cisco Catalyst Blade
Switch 3020", moreover, static arp to the Physical address (MAC address)
auto-generated by NLB has also been configured at the upstream router "Cisco
Catalyst 6000".

I used one testing XP to connect to SharePoint but the performance was
terribly slow and some GIF graphs were displayed with a "cross" when I moved
the mouse pointer over them.

Ultimately, the NLB was fallen back to use NLB "unicast" instead of "IGMP
multicast". Our prime goal is to adopt NLB "IGMP Mutlicast" or NLB
"Mutlicast".

Any idea what is missing from the configuration of core router or switch or
SharePoint web server?

Thank you.