Visio 2007 and Sharepoint Slow Loading/Saving

[Mark]

When using Visio 2007 and the latest version of Sharepoint 2007, we are
encountering very slow load and save times, even lockups (with the Visio
files only - Word, Excel, Powerpoint are fine). We have tried to "link" our
sharepoint site within each visio file....

Using the following directions....
1. Open the SharePoint site as normal
2. Navigate to the library where your Visio files are
3. Copy the URL in the address bar
4. go to "My Network Places"
5. Click "Add a network place" on the left side
6. Paste the copied URL from step 3. Finish
7. From Visio, open a new file
8. Change the location to "My Network Places"
9. Find the name for the library link you just created
10. Open any Visio file
11. Check Out the file from the Visio 'File' menu
12. Check In the file from the Visio 'File' menu (this will update any
changes you have made to the file)

And... it doesn't always work!

Note: On our last project we used Visio 2003 and Sharepoint 2003 - we had no
issues like this.

Can anyone suggest a way to improve this??

Thanking you in advance....
Mark