SQL Server Import Speeds

I have two avenues to access my primary SQL Server. (I work remotely
using a VPN connection.)

Usually, I hit the server from my local machine but I also login to a
desktop machine inside the main building using a terminal ap and hit
the server from that desktop.

Anyway, when I import files locally using the Enterprise Manager's DTS
import wizard, the process is incredibly slow. It doesn't matter if
the file is stored on my local machine or if the file is stored on the
same server that has SQL Server mounted.

It's as if the data from the file is being channeled to my local
machine and then back to the server. Shouldn't the entire process run
server-side?

When I use the EM import wizard through the terminal app, on the
desktop inside the building, the import process flies.

The only difference between the two setups is that I must add the
domain name to the address of the SQL Server and the same internal
server where the files are stored.

Can I do anything about this?

Thanks!