Time capsule slow to respond

I am using previous version of Time Capsule (the mac-mini-looking one) and I am using it as a network hard drive, which now I think might not be a proper way to use this device.

I put my iTunes library and a few Aperture libraries on the drive, but every time I play music / open Aperture, I need to click finder and manually connect to the Time Capsule's data drive (open the folder) or otherwise it will fail to locate the song / library.

I want to know if there's a setting to get me out of current situation.

Or I can afford a network hard drive like described on the figure below, do you think this would help?