I've got a pretty beefy Mac Pro on my desk, and I've used it in Boot Camp mode (with Windows XP) for most of its life.
Every time I delete a file, Explorer hangs for about a minute. Doesn't matter if it's a small file or a big file (mostly I notice when I'm deleting a wayward shortcut on the desktop) but deletes always take way longer than it makes sense for them to.
What does that indicate? Boot Camp partition issues? Anti-virus software making absolutely sure that the file is properly deleted? TortoiseSVN checking that the deleted files weren't part of some repository? Windows Indexer being overzealous?