The message is just suggesting you rearrange the connections, as ratter says.
Imagine you are trying to process incoming sales orders, and send out acknowledements. If you kept the orders in and out in the same tray, you'd have to spend time picking out uncompleted orders from the whole pile, but if you had an In tray and an Out tray, you'd work a lot faster.
Not a strictly accurate comparison, but I think you get the idea. Currently it would seem you have the drives connected to the same controller. It wants you to swap them so one can do all the in-ing and the other all the out-ing. It will be able to copy faster if you do the swap.
No, I'm afraid it's unlikely to be causing your problem. You do have the master/slave jumpers set right, do you?