Wallythacker, the issue is usually down to a DNS problem. The uber-accurate answer is to install a WINS server... but I'm sure you were not looking to spend £600 to do it.
The second option may be in the form of putting the IP address of the pc you're attempting to connect to in the primary WINS server IP on your LAN adapters configuration. This however will only do for one PC.
A third option would be to use a Hosts file. Instructions on doing that are here:
http://www.hpcfactor.com/support/cesd/c/0014.asp
Note that there is a link to a Hex calculator
(runs off of the web server
) which I wrote on the page to make things nice and easy for you.
You may not see a huge improvment in load times, but you should see something.