I think this maybe just a DLP problem, and something that is a feature of the product depending on how it is setup. When our EUC guys are copying, say, 10,000 files to an external USB drive the client DLP has to process it's stack of rules for each file being copied, so I can only assume that this will cause resource problems on the affected machines. I will mark this thread as a solution and maybe just see what response i may from the DLP forum.
Thanks
PaulC