Win NT4 Server SP5

I am reaching remote LAN by a gateway. The gateway is a dial-up configured
ISDN router backward Linux box.

NT4 Srv <==> Linux Box Router <==> Router ISDN <==> Remote LAN

I'm trying to mount locally shared disk accessing share by
\\\
If I try connect after done a PING to remote IP address, all works fine
(router makes a call and share mounts locally)...
But if I try connect without make a router manual connection (with PING or
TRACERT or other...) NT PC points out a Network Error and share doesn't
mounts locally.
In LAN I've a second PC with Windows 2000 Prof. and here both methods works
fine!!!
Where can I solve this trouble?
Thanks.
Giorgio