Yup, same old problem dating back a couple of years of Ubuntu use for me. Never been resolved. Bought a new 16Gb drive to archive some multimedia files I need to use frequently. It was so painfully slow transferring 4Gb that I had to go away and have a coffee while I waited.
I'd never change from linux but you'd think after all these years that basic functionality like file transfers would be on par with windoze.