Hello Karlsson1991. Welcome to the Forum.
If what you are saying is that you are watching a movie at the same time that you are transferring files then that would indicate that you are exceeding the capability of your hard drive(s) and system bus transfer speed.
Video intensive activities like movies use huge amounts of data and system resources. The best way to think about system resources, particularly the "system bus" is as a highway or autobahn. Your big new system may handle 8 lanes of traffic with a 100MPH speed limit but if you throw enough traffic onto that road you will eventually get a traffic jam and everything will slow to a crawl.