From my linux box to another linux box on my network I can get 10MB/s
up and down, From my XP box to the main linux box on the same network,
I max at 2MB/s, is there anyway to get the XP box to use the FULL
connection?

Can you give the following details?

1. How are you measuring the up/down speed on both linux and XP?
2. Are you using the similar network cards on all machines?
3. Check the speed/duplex settings at which the network card in XP
machine is connected to network. It should be same as in case of linux
box.

via scp

scp user@server:/dir/* dir/

This on linux will display speed for each file, using a 2GB file for
example, the linux box will d/l at 10.0 MB/s

Have cygwin installed on the XP box, using scp as above, same file, it
will max at 1.5 MB/s somtimes it will goto 1.8

Have also tried using FileZilla on the XP box instead of scp and it maxes at 300K

I have set the speed/duplex settings to 100MB Full, Half, and Auto,
its the same  still.

Assuming both machines are of the same relative power (cpu speed,
memory, drive speed and capacity), I'd suggest that scp running under
cygwin on the Windows machine is less efficient and its cpu usage to
do the on-the-fly decryption of the data coming in from the Linux
server.

To make sure it's not a network-related problem, I'd suggest using
something like Samba for FTP to download the file without any
encryption to both target machines. If you get (approximately) the
same speed for the Server->Linux and the Server->Windows, then you
know it's not the network, and most likely some kind of inefficiency
with the scp you're running in cygwin.