David is correct about the database needing to be split, even with only 2-3 concurrent users. Multiple users (multiple meaning more than one!) accessing a single, non-split database on a shared drive is a surefire way to corruption and possible loss of data, as well as timing problems that can be come and go and drive you crazy trying to pin down!
Split the database, place the back end with data on a shared drive, and a copy of the front end on the appropriate users' machines.
Actually I'm fairly certain Bob's answer is the correct one, hence my question about which versions/service packs of Access were we talking about as well as which versions of Windows! If I remember correctly, Access 2003 running under Windows XP is where this usually shows up, and the definitive answer is Access SP3. Remember if you install SP3, you'll also need to install the subsequent hotfix.