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Martin, here's an MS article seemingly related to this:

http://support.microsoft.com/default.aspx?scid=kb;en-us;899149

However, it's about writing to a file on a network drive,
not reading from it.  It says that opening the file in 'w+b'
mode, instead of 'wb' mode, is a workaround.

I couldn't find anything documenting the same kind of
problem for reading.