There seems to be a common misunderstanding that by plugging in a Gigabit Ethernet card, one will magically achieve ten times the performance compared to a machine with a Fast Ethernet connection. To obtain decent performance on a gigabit class network, it is important that both the TCP stack and the application software is properly tuned for the job. If you simply run the same applications which were written and optimised in the Fast Ethernet or even the 10Mbit Ethernet era, do not expect any significant performance improvement.
Squeeze Your Gigabit NIC for Top Performance
Also, your bottleneck might not be the network, but your disk I/O or your system memory or processor.
What speed do you get if you bypass the router and connect the servers directly to each other on the gigabit interfaces?