What value of "slow" are you reporting: megabit speeds, 300 baud equivalent, multi-gigabyte?

Are they co-located? Continents apart?

What's the connection between the two servers -- DARPA's new private internet, dedicated long-lines, carrier pigeon?

The answers by Anonymonk above are all generally true... but how any of them may or may not apply to your problem is something we can't guess without more information.