...
One reason might be automatic proxy detection being enabled in the Internet Options. See the Fix Slow WebDAV Performance in Windows 7 for the solution.
Why should I use the sling:Folder node type instead of nt:folder ?
As you can see in the folder.cnd file (in CND notation), sling:Folder inherits from nt:folder and in addition allows any single or multi-valued property, and any child node with sling:Folder as the default child node type. The nt:folder node type is much more restrictive.
In general, using sling:Folder is recommended, as it's more flexible.