Have you installed the latest firmware for your router?
Are you trying to transfer the files wirelessly, or wired? If it is wireless, then you should be aware that your speeds will be noticeably decreased. When communicating from a wired device to a wireless device, a good rule of thumb is that you can expect to average roughly a third of the datarate.
For example, suppose you have a desktop computer that is connected by Ethernet cable to a 802.11g "54 Mbps" wireless router. When sending a large file to a wireless laptop, you can expect roughly 18 Mbps of actual throughput. If you can, you should attempt to connect the laptop to the desktop with an Ethernet cable, and see if you still experience the choppy transfer rate.
However, from your description, it sounds to me like the desktop is connected to your router through wires, whilst your laptop is wireless. If your transfer is taking multiple wireless "hops", such as from a wireless computer to an AP, and then again from the AP to your computer, expect to cut the throughput by roughly half again. As you can see, by this stage, your network transfer rate will be getting very choppy indeed. If this is indeed your setup, then there is very little you can do to improve it. However, if this is not how you're setup, then please tell the actual setup.