images load slowly from desktop, but not from "my documents"

When I double click a small jpg file that is located in "my documents," it
is displayed by "windows picture and fax viewer" in less than one second.

When I copy the same jpg file to the desktop, "windows picture and fax
viewer" opens right away, but it takes more than 10 seconds to actually
display the image.

Since I often keep image files on the desktop, this is a real pain! How can
I fix this problem?

Thanks,

Clem.