C++ program runs slow in VS2008

Programmer Question

I have a program written in C++, that opens a binary file(test.bin), reads it object by object, and puts each object into a new file (it opens the new file, writes into it(append), and closes it).
I use fopen/fclose, fread and fwrite.
test.bin contains 20,000 objects.

This program runs under linux with g++ in 1 sec but in VS2008 in debug/release mode in 1min!

There are reasons why I don't do them in batches or don't keep them in memory or any other kind of optimizations.

I just wonder why it is that much slow under windows.

Thanks,

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