Easy fix of slow webdav connections to SharePoint using IE on Windows 7

For some time I have been extremely annoyed by how slow it is to work with documents and files in SharePoint when I'm sitting outside of my office, logging into our VPN.

The problem is related to the Webdav (Web Document Authoring and Versioning) method that is being used, and apparently a setting in Internet Explorer related to this.

To fix the problem: in IE go into Tools -> Internet Options ->  Connections -> LAN Settings and uncheck the Automatically detect settings check box.

Instant fix!