Skype's file transfer function is quite convenient -- except when the file transfer starts taking ages and you're left drumming your fingers and staring at a progress bar that moves slowly. While there's no sure-fire way to make the files you send and receive via Skype just zip through, there are things you can do to help.
Because Skype is intended primarily as a calling program, voice and video calls are prioritized above all else to avoid their disruption. Because of this, files will transfer more slowly when you're on a call. Of course, whether you hang up on a call for the sake of the file transfer depends on the importance the call and the file transfer -- but if you badly want the file transfer to be done quickly and the call can wait, it's certainly worth a try.
Free Up Bandwidth
Multitasking may be a way of life, but if your connection's bandwidth is limited, the more you're doing with it the slower files will transfer through Skype. Try shutting off anything else that might be straining the connection -- streaming, online gaming, other downloads -- and see if the situation improves.
It Goes Both Ways
File transfer speeds depend not just on you, but also on the person at the other end. If you've done everything you could, there's no visible improvement and the file transfer speed is important, suggest to the person at the other end that he follow whatever steps you took to increase speed.