Yeah I've run into this problem as well -- actually it's why I came to the forums. Generally WinSCP is quite a stable, efficient little program, but when I try copying large files (so far have tried a few ranging from 40MB - 110MB) it seems to start off going fast, but then slows down dramatically and finally just hangs the program.
Upon reconnecting to see if the file is there, it only seems to have copied a very small portion of it. Using the Putty command line I am able to copy the file properly, but I am glad this problem will be corrected in the next WinSCP release as I vastly prefer using it to SCP.
Thanks.
Curtis