Could you supply the following information -
What kind of controller are you using?
How do you have the drives attached to the controller and to each other? Are they sharing a single cable where one disk is Master and the other Slave? Do you have one disk attached to the Primary IDE and the other disk to the Second IDE?
Did you go to the Device Manager to see if both disks are set for UDMA transfer?
When was the last time you defragmented these drives?

1. I use Intel 82801BA Ultra ATA controller.
2. I use primary IDE channel for master and slave discs. Two hard discs on one controller are sharing a single cable. I use second controller for DVD and CDRecorder.
3. All discs are set to UDMA mode.
4. Discs are defragmented.

#2 is your problem. IDE can only access one device at a time per channel, and as both drives are on the same channel, it's going to be slow. You can set both HDD's as masters on the separate channels and have the opticals as slaves, or buy an UATA controller card and attach a couple drives to that.

So I've tried your suggestion. It doesn't work. Additionally there was a problem during copying from CD to HDD, for example. I've tried some things and I FOUND REASON OF THAT BAD BEHAVIOUR - NORTON ANTIVIRUS. So if I disable NAV then copying operation works much faster.

And of course thanks for your advices. Anyway, I think, I have to buy additional controller, Brian.
 
Thanks and regards

If you've got a slow CPU and a small amount of RAM, running an AV, especially some older versions that tend to be CPU cycle hogs, that could also be coming into play here. Another thing to keep in mind...