You probably see the "default" windows icon and as you scroll it changes to the correct icon. This is how to stop that...
- Open My Computer
- Click on the Tools menu and select Folder Options
- Under Folder Options, select the View tab
- Uncheck the very first box that reads "Automatically search for network folders and printers"
- Click [Apply] or [OK]
You should see a dramatic increase in speed when Windows displays your icons.
NOTE: I've tested this on 2 WinXP desktops and it works.