file associations take too long to launch in terminal services w2k

Hello,
Im running terminal services on windows server 2003, the problem is that
when I open a file (say a *.doc for word or .txt for notepad), the file takes
a very long time to load. the strange thing is that if you open the
application (word, notepad), it opens very fast and if you open the file from
there, it loads very fast too.

we have tried applying patches ande disabiling antivirus software, but dont
have good results.