Efficient collision detection

I'm working on an RTS kind of game. When I get lots of multiple units moving at the same time, it runs slow. Right now I have the timer ticking 24 times a seond to move things, and I would like to keep it that fast because it looks better. My collision detection consists of a for loop that checks every other unit and makes sure the current one isn't moving onto it, and I think that's the major thing slowing it down. Is there a more efficient way to do this?
(by the way, I'm actually using .NET but I didn't notice there were separate places to post and I don't know how to move this)

Well, you could probably break your RTS map into sections and then, depending on the sector that they are currently in, check collisions with the other objects in the sector. :)
Or you make a 2D array that stores if there is a unit on a particular square (you can make it Boolean, or BitArray, or anything).