Hi Jim!
As written before, with VE Pro, you don't need MIDI over LAN. You will get much better performance if you connect directly from the Vienna Ensemble Pro Server Interface window on the master computer to the slave.
Did you load the sound sets and VI presets made for your collections? I strongly recommend using these settings with Sibelius. If you haven't done so yet, you can download them from the following location:
http://vsl.co.at/en/68/141/460/576/655.htm
You will also find a guide on how you can set up and optimize Sibelius & Vienna Ensemble (Pro) there.
Best regards,
Andi
Vienna Symphonic Library