I'm running XP Pro with SP3.
For USB memory sticks, I can right click, Properties -> Hardware -> Policies and select 'Optimize for Performance' or Optimize for Quick Removal'.
I also get these options for SD cards in my build in reader, but every time I set these to 'Performance', this is reset after a reboot.
The performance of the SD card is not too bad, but when I try to copy folders or directory trees with large numbers of files, it's so slow. Even if the files are very small, it's still really slow. I don't think it's the card, it's a brand new Transcend Class 6 card.
Any of you guys got any idea why?