Always had this problem and now we have a fix… uncheck Automatically Detect Settings in Internet Options – Lan Settings!
I'm logged in on my SharePoint 2010 server machine (running Windows Server 2008 R2) and using the "Open with Explorer" feature in a document library to copy another full directory from a separate server running as a file server into my document library. Our network is full 1Gbps and these two machines are sitting right next to one another separated by less than ten feet of Cat-6 cable, yet my transfer speed starts below 100kbps and slowly degrades over time. How do I fix this?
Why is my transfer rate so slow when using "Open with Explorer"? - SharePoint