Even tho clients can see the local network as if they were "at the office" - on the LAN you have a 100,000,000 bps connection to the server on a dialup modem you have 56,000 bps download and 33,000 bps upload - BIG difference - even fast cable is still very slow.
If a client needs to open a 2M file then the user needs to double click the file then go and make a cup of tea...
Even then - because they won't see an immediate activity icon on the mouse cursor they will be tempted to double click again...
Bummer ay? but what can you do...
Use webshares maybe