The best single way to improve your download is to only set your upload to around 3/4 of the max upload speed to leave some headroom for the download.
Also you need to open the ports in your firewalls settings, in the xp firewall just unblocking it isn't enough you should specify the ports to be opened so in the bit torrent app specify a range of ports of about 20, e.g. 10000-10020 and then open them in the firewalls settings
And finally use tcp optimiser in the file section to optimise your connection
http://files.aoaforums.com/code.php?file=1952
doing all these steps increased my download from about 40kbs to around 110kbs, the upload speed made the biggest impact just try and see the differance between having the upload set to your max and to 3/4
with cable it's not as simple and you would probabally benefit from only setting it to around 15kbs