Sending instrument data from Arduino to MatLab - WiShield

I made some very easy test trying to send some string from the Arduino to MatLab, I can do it but it's SUPER SLOW.... takes 0.4 sec to send 500Bytes (I mean Bytes not KBytes...).
Even with a compression scheme I won't need less than 800Bytes each 0.1 second... I can slow down the sampling rate... but less than 2-4Hz wouldn't be good for the purpose of the research... (mapping a room)
Did anyone of you ever tried tested this WiFi shield?? Am I doing something wrong to have the connection so slow??
Thanks