I have searched support and answers, but don't see any other place for this problem (search tool the right way?)
I am having the same problem with Windows 7 Ultimate edition.
I have reported this problem 3 times over the past couple years. (search does not find them).
My Win 7 ultimate copies at 3-4mb sec to USB sticks If I boot Linux Mint from DVD on the same machine, using the same sticks and copy the same files it goes at 30-40gb sec. Speed while I had a Win XP partition was fine too.
Something in Win 7 is broken in this regard. Its so bad, that I actually keep a Linux Mint DVD in the drive, and reboot, when I need to copy a lot of data to a USB stick (I have two DVD drives).
USB hard drives, although slower than Linux or Windows XP, seem OK.
Someday somebody at Microsoft should just try this. I'm running Windows 7 Ultimate (just re-installed it with all the updates last week and I still have the same problem).
You can download a Linux mint bootable DVD to try it yourself. Just copy a couple thousand good sized files to any USB stick -- from Win 7, then from Mint.
When you get out of the box Win 7 (w/updates) running 80% or better of the speed of Mint -- then P L E A S E post how you did it.