You did not provide much info so it is hard to say why this is happening for you.
What version do you use ? Is there some additional error information in the application/file operatoin log (Ctrl+L),
What kind of external drives are they USB2/USB3/ESATA/FW/Other ?, What kind of drives ?
What OS are you running, Desktop or Laptop ? very slow or very very fast CPU ? Anything else that are special, unique for you system ?
It might be that some part of you HW does not support optimized file transfers.
You can turn that off in
Menu > Configuration > Core Settings > File System >
* Default file operations options
* Copy And Move
[.] Automatically detect read/write strategy for file copy
Turn off that setting and restart MC
