Apple discusses the matter in their server docs, and there are choices to be made.
It may well be that smb-only works better for you for sharing with both Macs and PCs.
But the issue of working with files directly on a network volume/sharepoint is an old one.
Your response is always what occurs: "It didn't used to be a problem," and you're right: Its not a problem until it occurs, and if you spend time on the phone with Adobe or Quark, eventually there going to tell you that this is not a supported worfklow.
The only exceptions to that are if you use Quark's QPS system or for Adobe, their Version Cue software.
One thing to do is look for an invisible "temporary items" in the sharepoint in question, and make sure it's (owner and) group-writable.
Here's some of what Adobe has to say:
or CS2 & CS3:
http://kb.adobe.com/selfservice/viewContent.do?externalId=326405
"When you want to save an Illustrator file to a network or removable drive, Adobe recommends you first save the file to an internal hard disk, and then close the file and use the Finder to copy the closed file to the external or network drive, or save the file to the network using Adobe Version Cue."
http://www.adobe.com/support/techdocs/322391.html
http://www.adobe.com/support/techdocs/327749.html