Windows XP is a learning operating system.  It also has certain usability features that are designed to make the user's XPerience more enjoyable.  One thing I have noticed is that the foremost application or the most recently active application gets a slight priority boost compared to things running in the background.  Some applications like to steal focus or Windows will shift off that priority boost once the application has been idle for a while.  When doing operations like file copying etc, bringing the copy window to the foreground and clicking on it every so often to keep it from becoming idle will allow the operation to be done faster.