Keep in mind there are lots of factors which influence speed. The program will be fast on the server, as it has local access to the files. When you go over a network, it has to first access that machine, then transfer it to the "workstation" machine. If both machines are of an acceptable an I/O, processor, and RAM speed (which varies per OS) then you might want to start looking at the actual network, such as your network card, the cables ect. If you're on a wireless network, it has the potential to be incredibly slow as the connection could constantly drop and reconnect (not mention your database could get corrupted because of this). Also make sure you don't have any other resources via for network connectivity, as that can slow things down also (firewall, anti-virus, other programs).
I hope this helps!