NIC Full duplex not working

Hello,

I have a simple network Cat5 UTP 100BaseT crossover between two computers
running singleprocessor XP and 2003. I have switched both NICs to 100
FullDuplex mode in Device Manager, but the performance did not increased.
When coppiing large files - simultaneously downloading and uploading - the
performance monitor shows CPU 65 %, Network Utilization 85 %, bytes
senttotal/s 10 000 kB/s, bytes recieved/s 5 000 kB/s, bytes sent/s 5 000
kB/s, error packets recieve 0, error packets sent 0, physical disk time 237
%, physical disk queue 0/1.
So this seems like only 100 HalfDuplex even when both machines explicitly on
FullDuplex.
What is wrong with the setup - is it possible, that the NICs doesn't support
FullDuplex even when it can be selected in Device Manager?

Many thanks
Ondra.