Ubuntu Servers :: OpenVPN Slow When Windows Is Used ?

I have many openvpn implementations. Every time I use windows shares over openvpn, the speed is no more than 500KB/s, in LAN environment. When I start a copy it reaches 200-300KB/s, when I start second one it reaches 500KB/s. No more is reached after more copies simultaneously. When I use linux to copy files - the first copy reaches 700KB/s, the second copy reaches 2.5MB/s (then the first grows also to 2.5MB/s), the third copy reaches also 2.5MB/s. All of these are copied simultaneously, otherwise when only one is started it sits on 700KB/s. Moreover when 2 of the 3 simultaneous copy processes end, the one left backs at 700KB/s again.

But this is linux. When I use Windows the transfer speed is no more than 400-500KB/s (LAN environment).
The OpenVPN server is always ubuntu (any version - I've tried 6.06, 8.04, 10.04).

Tried the OpenVPN client in ubuntu (and the windows machine behind the ubuntu), in windows (directly installed the client on windows) and it is all the same - no more than 500KB/s.

I can not use this because it is so slooow. When only one file is copied at a time it reaches only 200KB/s!!! Searched all the google results - no one have an answer, although there are many people with the same problem.

Now, I am sure that the problem is in Windows, because when I use linux as a server and as a client, the client copies fast. But when I use windows as machine behind the client it copies slow. I don't know... something in the tcp/ip settings in windows or something...