I don't care for Lolita anymore, but Poems and Problems is wonderful. I say that after years of fawning over Lolita in high school, and defending every strong statement Nabokov made about it in Strong Opinions, and generally reading all the scholarship I could get my hands on. But I finally felt like I'd reached the bottom of the strata of meaning he writes about, or the synthesis of all his theses and antitheses. Actually, I'd now go so far as to say that I think his poetry is better than his novels.
Poems and Problems has these gorgeous vignettes that echo the kind of poetry Nabokov reminisced of fondly in his lectures, like Turgenyev's A Sportsman's Sketches. Look at this excerpt from Sketches:
Evening had come, the sun had hid behind a small aspen grove ... its shadow spread endlessly across the still fields. A peasant could be seen riding at a trot on white horse along a dark narrow path skirting that distant grove; he could be seen quite clearly, every detail of him, even the patch on his shoulder — although he was moving in the shade; the legs of his horse flickered with a kind of pleasing distinctness. The setting sun flushed the trunks of the aspen-trees with such a warm glow that they seemed the color of pine-trunks.
And now read Nabokov's "How I Love You" in Poems and Problems, if you can get hold of it. Google Books seems to have only a snippet view online.
Anyway, what I like about his poetry is this longing for the infinite and this attention to beautiful details. It takes the form of pedophilia in Lolita—something illegal and so ultimately unattainable. But there it comes with the baggage of guilt and groaning and self-flagellation—the kind of thing morbid people of letters are apt to cheer over because they're dark. There are exceptions, but many have this perverse love of death and decay. Even Nabokov wrote that beauty and pity is as close as we can get to a definition of art, because beauty always dies.
In Poems and Problems, you have that same longing for the infinite dressed in cheerfuller colors. In "How I Love You," the narrator talks about slipping into the spiritual world as sunbeams slip between tree trunks. It's beautiful, it's fleeting, and it's the same essence without the despair.