Hi there lastfan,
As there may be something wrong with any of the drives(or both of them), you really need to back up your most important data.
After that, you can test both drives with some of these:
http://www.tomshardware.co.uk/forum/282651-32-best-diagnostic-testing-utility
Apart from that, you can go to Resource Monitor and see whether you have high disk usage.(during normal laptop operation, not during data transferring)
Also, see if the issue persists while transferring just a single, big file.
Let me know how this goes,
D_Know_WD