Well, the time taken in the transfer of a zipped folder is less than the time needed in transfer it, file by file, so zipping it isn't a bad idea. You can also zip with the lowest level of compression: that'll speed up the zipping time
Anyway, if you don't want to zip it, you can't send if at once. You should go file by file...
About plugins, there's a plugin called Pleh File Sharing. I'm not sure, because I've never used it and just today noticed it exists, but I think that with that plugin you can transfer (fiel by file) a whole folder. You can find it in the Plugins section of these forums.
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