I am running a Netgate M1n1wall on our small office Comcast Business connection. When I connect to Sharepoint via Webdav remotely, the performance is really slow, e.g. it takes 15-20 seconds for the directory lists to populate in Windows Explorer. When I connect via the M1n1wall's PPTP VPN, it is flying. What could cause this difference?
This turned out to be an age-old and known issue of Windows 7. Once I turned off "Automatically detect settings" in IE, WebDav performance went back to normal, even when I was not connected to the VPN.