Hi Beth,
You should be using full duplex. Does the Sonicwall do 1G connections, or only 100M?
At full duplex at line rate 100 Mbps, the best you can expect to see is 12.5 MB/s. Half duplex effectively cuts that to 6.25 MB/s, minus any protocol overhead. That's probably why you're only able to get to ~4MB/s. 1MB/s = 8Mbps (bits vs. bytes).