To cut a long story short, in WinXP MS corrected a bug in Win2k that caused write-thru flags to be ignored. This bug could have caused possible data loss (if the data hadn't been written to the drive and the power went out for example).
Unfortunately the correction of this bug also affects Windows Explorer. In many circumstances, when using SCSI drives, file copies aren't cached, and performance is extremely slow when compared to pre SP3 Win2k. Win2k SP3 and SP4 also have the XP "problem".
There is a possible solution (given that MS is not very forthcoming with one themselves). That is a program called casfilter, created by cas, a member of the SR forums. Use it at your own risk.
Please note that Win 2003 Server has a fix for this SCSI performance problem, under Device Manager->Select the drive->Right click->Properties->Policies tab: There is a setting to "enable write caching on the disk", and a further option to "Enable advanced performance". A machine with SCSI drives using the advanced performance checkbox is noticeably "snappier" than one using winXP.
Apparently MS will add this option to winXP SP2, however for now 2003 Server or win2k SP2 is the best option for SCSI drive users.