Are you tired of waiting around for Vista to copy your files, did XP seem so much faster at performing the same job? You're not alone in thinking there is a problem with the current RTM version of Vista.
MS claim that they'll fix the problem in Vista SP1 (whenever that is) but for now they're keeping quiet about a hotfix. Fortunately this hotfix is available to you if you know where to look. So, I've made your life easier and included the locations below (I did not link directly because the site uses an anti-leech mechanism).
32-bit:
http://thehotfixshare.net/download/index.php?
dir=Language%20Neutral/Vista/&file=Windows6.0-KB931770-x86.msu
64-bit:
http://thehotfixshare.net/download/index.php?
dir=Language%20Neutral/Vista/&file=Windows6.0-KB931770-x64.msu
I noticed an improvement - transfers to my external USB drive are now 7-10MBS, much better than the 3MBS I was experiencing before the fix.