There are a few factors here:
Firstly the speed of the connection is dictated by the speed of the slowest modem i.e. if your modem is 56k but the server which holds the file/web page has only a 33k modem, then the max speed of the connection will be 33k
Secondly, your modem being 56k is the expressed bandwidth threshold of your modem. by this i mean if you have two browsers open, both loading a page/downloading a file, then each browser will be using 28k each
Thirdly i suspect you are getting confused between kbps "kilobits per second" and K "kilobytes per second" (remembering there are 8 bits per byte) so if it is downloading at 6k / second = 6 X 8 kilobits / second = 48 Kilobits / second which is not far off the threshold of the modem. Its a bit annoying but basically people get confused as the modem is measure in kilobits whereas the download is measured by the operating system in kilobytes (don't ask me i don't know why)