Windows is crap.
I am no expert, but I will go ahead and tell you what I THINK I know
wget rocks. It's coding is flawless and so it is able to move files much more efficiently. Windows explorer on the other hand seems to have a problem and needs to slow down in order to handle the data the way it should be handled.
Now back to what I KNOW.
I have 4 machines and when I transfer windows to windows (across my home network) I usually get 5 MB/s on average. That is across a 100 Mbits/s network.
Then I transfer linux to linux using wget and ncftp and I am able to transfer between 8 and 10 MB/s. All 4 network cards are the same so I don't think that it's a hardware bottleneck. All the hard drives are at least ATA33 if not ATA100.