I use TeraCopy, which definately speeds up file transfers between any two drives. (I wish it would allow filenames to be added to the list, rather than having to select a group while holding cntrl key.) However, transferring files to my external HDD takes a very long time when compared to moving files between internal drives (I think that may have to do with the requests mentioned by Peerless, and my external is a bit old.)

Thanks for all your replies guys Have taken all advice and info on board....

Still not getting the *missing* shared files thing though

If I keep Limewire *open*, i.e. set my upload/download bandwidths to zero and don't allow *any* upload slots and don't download anything - overnight for example.... so the next morning I don't have to load everything again.... I find that the amount of files I'm sharing has decreased.
Could be anything from 50-80 files that have *unshared* themselves....
They're all still *in* my *Shared* folder.... but I have to go into it, right click them and *share* them again....