This is not a transfer speed issue. Windows 7 and Vista have extensive indexing that occurs. Windows XP has indexing but it's not nearly as robust as the newer versions of Windows. That's why you can search from the start menu in Vista and beyond.

I would recommend installing Windows Search 4.0 for XP.
https://www.microsoft.com/en-us/download/details.aspx?id=23

It should learn the folders you use most. But you can manually modify the index by going to
Control Panel -> Indexing Options -> Click the Modify button

Add your network folder.