OK, so it works fine when using the Nokia Map Loader in XP. Make sure its in Mass Storage Mode, and then download the maps you want (deleting original map data from device).
When you open up ovi maps, it WILL download data but I think thats related to AGPS because you can VERY QUICKLY scroll across the land mass (in my case the entire UK) and it will already be rendered (even if you zoom right the way in). I'm thinking that even with a fast wi-fi network, you would notice a slight delay before the data was downloaded and rendered but in this case there is no delay and the maps are rendered fine.