Opening a saved session file can take a long time, depending on your processor and the amount of information in your session. If you have many runs and several averaged measurements in each run (like you should) this creates a lot of data for the program to reassemble and recalculate.
It is interesting that the File > Save only happens when saving to your server. We have not encountered any saving problems when testing on our internal servers. Do you have the correct rights and privileges to save to that location on your server? Are there certain privileges that are restricted on your server?
When you save a session there, check the sharing and permissions of that file. See if opening up the privileges to everyone read and write will make a difference.