If you go into the settings for that server and then click the Game and Voice Settings tab at the top of the page, there is an option called "Get Files From:".
Change that to "Local Storage" from the pull down menu and check the box marked "Keep a local copy of downloaded files".
Then Save
This will grab files locally if they exist. It also will grab files remotely if they do not exist and save them locally until it sees any changes from the remote files to the local ones.
I would suggest using zip or rar compressed files so if the local files need to be updated from the remote, the transfer will be faster.