What protocol are you using? (Windows File Share, SAMBA, FTP?)
I haven't noticed anything of the sort, but anyway when I copy pictures around I'm easily limited by hard disk speed on my home server (WD Caviar Green 15EARS) before saturating a gigabite connection. I don't know about specific file formats, but I know that transferring a whole lot of little files is much slower than transferring one big file of the same size, which is why I put my little files in an archive (even a .tar with no compression) before sending them over a network.