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With a variety of experimental techniques we studied the formation of particle networks when a suspension of colloids in nematic liquid crystal is cooled through the isotropic-nematic transition. Rheological data suggest that, contrary to previous expectation, network formation is possible with particles over a broad range of sizes. Only little dependence on particle size is observed. NMR data indicate the presence of a significant fraction of isotropic material down to 10 K below the bulk nematic transition of the liquid crystal. On the basis of calorimetric findings we suggest that small amounts of alkane impurities, carried originally by the dispersed particles, are present. These molecules act as a second solvent. They play a crucial role in 'tuning' the kinetics of phase separation to allow network formation by (i) opening up a biphasic region and (ii) wetting the particles with a layer of isotropic material.