Trouble locating music when opening ITunes and connecting to networked Hard Drive

I recently loaded about 1 TB of music on an external hard drive connected to my home network. I primarily use a table PC (Motion) which I take back and forth from work each day. My problem is this, when I open Itunes and attempt to play a song, it says "can't locate file, do you want to locate file" (or something like that). I have to go through the process of finding each song and opening it from the hard drive. Is this the way this is supposed to work? It seems like after the multiple days it took to read all of the files and get the artwork organized in the Itunes library I should be able to click and play with little or no delay. Is there something I am not doing right?

Thanks,

Del Dobbs