Remote Desktop: Map local drive as network drive to speed up access

A handy feature of MS Remote Desktop is it's ability to access local computer's filesystem.
But the round robin between remote and local is very slow when you access it through 'My Computer' then 'C on LocalMachine' and so on. For me it opens next folder for about 10 seconds or more.
To greatly increase local filesystem access speed (up to multiple times) one should map local filesystem as network drive, say map \\tsclient\D\ as X:.
And don't forget to check 'Reconnect on logon' ;)