Tarak: I'd also suggest checking the MaxTransfer setting. Also, try out a bunch of different archivers on both the Amiga and PC side, see what works best for you. I'm a fan of 'Ultimate Zip' on the PC, it handles most any format.
Although, if you intend to do a lot of file transfers, I Highly recommend getting a CD-ROM or CD-R on your miggy. An external CD next to your miggy may not be the most elegant solution, but it is practical. It needn't be expensive either. For the CD file system you can check Aminet for free/shareware solutions, or you could track down AsimCDFS. Anywho, as I'm using OS3.9, I already had the filesystem... My CD burner was .99 from EBay....
I've never had luck with .RAR files of my miggy. I usually stick with .zip files.....
Aminet does have several file 'splitter/joiner' programs that might help with archives >720K, tho I have never tried them myself.....