Sorry about that,

The old server was installed on Windows Server 2003, SQL Server 2005, 32bit machine, the max degree of parallelism was 4

The new server is installed on Windows Server 2003, SQL Server 2005, 64bit machine, the max degree of parallelism is 0.

The other difference is the in the old server we didn't split the file groups in different disk, in the new server we are doing that.

Any ideas if parallelism can be the problem, since I read having the file group in different disk can actually improve performance.