gigabit ethernet question

[Derek Trotter]

I have two computers sitting right next to each other connected via a 6 
foot long piece of cat 5 I picked up at Wally World one day.  They both 
have gigabit ethernet cards in them.  Both machines recognize the 
connection as a gigabit connection, but I'm lucky to get half that.  
Most of the time I get around 40%.

Is there anything I can do to get the connection to work a bit faster?

thanks