On your downld window do you have vendor/version column listed. If not, right-click the top of the column bar & select this view option. Then see which program you're downlding from. The reason I ask is that many videos come from Shareaza (RAZA) users. These users often (not always) only offer pitiful upload speeds to others (this is because they also work on another network where they can only downld as fast as they can upld.) At times they might only offer between 0.1 to 2 KB/s.
From what you have told me, you definitely should be getting better speeds. It's either due to the sources or perhaps something as you suggested. You have Win XP SP2 right? Did you apply the patch for SP2 which corrects the no. of threads available for net use? I believe there's a M$ one but there's also a couple of 3rd party ones. See the top of my post here for links
SP2 patches (click on link) With any luck that might help.