The speed at which you can download a file often has more to do with the speed at which the host server can send it, rather than your PC's ability to receive it.
If lots of people are trying to download the file (or other files on the same server) simultaneously, bandwidth limitations can slow the process considerably. To speed things up, you need to use software which acts as a 'download manager'. This enables you to make multiple connections to the same server and get the file considerably quicker. (If the file is hosted on several different servers, the download can be even quicker because the download manager will take data from several servers at once).
Anyone who regularly downloads large files should have a decent download manager installed on their PC. I recommend Download Accelerator Plus. It's free, here:
http://www.speedbit.com/
(Don't worry that the free version is 'ad-supported'. It just means that there's a small pane in the window that displays an ad. There's no spyware or anything nasty to worry about).
Chris