Interesting map!! There is a roman road leading straight from the Icknield way to Norwich, so I'm guessing that would have been the one.
Its interesting to note as well that Caistor St Edmunds is only a couple of miles from Arminghall...
Oh and the roads cross nr to this: http://www.themodernantiquarian.com/site/1989
Btw glad to hear Holkham was good, I might have to go have a quick looksee next time I'm in the area...