Transfer speed is usualy measured in Megabytes, while network throughput is mesured in Megabits. 1 byte = 8 bits. So if you are transfereing at 125 Megabytes per second, then you are actualy reaching 1 Gigabit per second throughput on the interface.
With windows interface, asume you mean fileshareing. Filesharing imposes some overhead to the transfer, so you will never reach peak speed. However, you can tell how fast your transfer realy is by takeing the size of the file you transfered, multiply it by 8, then divide that by the amount of seconds it took to complete.
BTW, the router is not doing anything. They are both hooked to the same switch are they not? You can totaly disconect the router, and both computers will be able to connect to each other if configured correctly (with the manual configuration of IPaddresses). All the router does is assigns the ipaddres via DHCP (unless you manual configured it). The only time the router actualy routes packests, is when you access the internet or another subnet.
You can use FTP if you want, but it will not make it any faster. And you don't have to open ports on the router if you conect two computers to the same switch. Simply because they can communicate without the router. But you have to either diable or open ports on window's integrated firewall (the one in Security Center) for it to work.