Gigabit ethernet needs stuffing with to be useful
Gigabit ethernet won't actually help much, although GbE does have the nice property of allowing a standard patch cable to be used to interlink the two interfaces (in fact a typical 10Base-T/100Base-TX crossover cable won't work for 1000Base-T).
The reason GbE isn't as useful as you'd hope is that the TCP buffers in Windows Xp are pitifully small at 12KB, which is adequate for dialup or a 10Base-T LAN but nothing faster or further away. When Xp came out they wanted to make it use as little kernel memory as possible, and they certainly wouldn't have been happy about the 4MB or more needed to keep a then-exotic GbE network interface card supplied with TCP data.
Pittsburgh Supercomputing Center have a good guide to tuning operating systems for network throughput. See http://www.psc.edu/networking/projects/tcptune/
Naturally the change on Microsoft operating systems varies by service pack and requires registry devilry and a reboot.