The prompt loading issue is a peeve of mine. The fastest way is to load them all at once and then follow up by reloading the ones that don't survive the first load.
Software and Prompt loading are definitely direct connect operations in my opinion.
One drawback to prompt loading is when you are finished you have no way to test. You just wait till you hit a blank spot then figure out what is not there that should be (which is a trick unto itself) and then reload it. Now having said that loading one missing prompt is OK via modem or network connection.
DJ