Performance question

Microsoft SQL Server

I have just upsized a FoxPro DB to MSDE.
I use a VB 6 program with ADO to access the DB.
I put the .EXE file on the server with a shortcut to it on each of the
workstations.
Performance is much worse then the FoxPro in some of the tasks.

In my investigations I found that if I put the .EXE on each workstation
performance improved 10 fold.

Can anyone explain why this happened? I would like to only have to have one
version of the .EXE floating around.
The first question I would pose is:

Are you using a client side or server side cursor in your calls to the
database? Also, is your database on a network server? If so, why are you
using MSDE, why not a full blown version of SQL Server? I would guess it
would be possible to place individual instances of MSDE on local machines
which were in essence copies of each other, but it sounds convoluted.

Jamie
The MSDE resides on a SBS 2003 machine as did the file served .exe
I'm using server side cursors.
SQL Server cost more.

My original configuration used VFP files on the SBS 2003 server as did the
file served .exe.
And I used client side cursors.