It's called Robocopy, which can be ran through command prompt 'robocopy'.
Copy files faster in Windows 7
Copying files in Windows can take a long time, since Windows by default uses one thread (which means one file at a time) to copy the files. The tool Robocopy that ships with the operating system (and Windows Vista, Windows XP users need to install it separately) offers to copy multiple files at once. Here is how it is done:
robocopy “sourcefolder” “destinationfolder” /MT:XX
sourcefolder is the folder of the files that need to be copied, e.g. c:\windows\
destinationfolder is the folder the files need to be copied to
MT:XX defines the number of copy threads, e.g. MT:10 for ten threads.
destinationfolder is the folder the files need to be copied to
MT:XX defines the number of copy threads, e.g. MT:10 for ten threads.
Source: ghacks.net