The speed can depend on a lot of factors, including what protocol you're using, how your adapter(s) is/are configured and so on.
If you share the destination folder so that the source computer can see it, and network via TCP/IP, you should have pretty good performance, even over a wireless link. If you're using something else (like AppleTalk), then you have to make sure that all the settings on both machines match. It can get pretty complex, and can even depend on which minor version of the OS you're running (like OS X.1 vs OS X.2 may have some differences in how they handle things...).
Ok, so on to helping. What kind of file are you having trouble transfering, how are you trying to transfer it, and (here's the real kicker!) how do you have the link configured-you may be transfering the file through the Internet without knowing it! No, really!