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What is slowing the opening of Office documents?

I would like to ask whether someone has experience with documents opened from Sharepoint taking very long time (up to 1 minute, lets say). Word (Excel,...) shows message "Contacting server for information" and nothing happens for some time. I am not sure whether this is also connected to the following - when opening Explorer view in Sharepoint 2010, it also takes very long, and the user is also prompted for credentials. We have a single domain, the site is included in Local intranet zone, and the problems mentioned occur even to the site/farm admin. Help would be appreciated. Ravie.