very slow when writing query to file

I have a postgresql database 8.3 on a server. When querying the data 
with the pgAdmin sql editor, I can get an answer in about 10 s, for 
100'000 rows. When I'm pressing the button to execute the query to a 
file it takes more than 1 hour to get the query results saved (writes 
about 10 MB in 45 minutes).

Am I doing something wrong?
Are there some parameters to set?

This happens with the version 1.14 of pgAdmin, but used also to be very 
slow with the previous versions (2-3 years ago).

OS : Archlinux (but had the same problem 1-2 years ago with ubuntu)

Thank you ,
Boris