Remember that your download speed also depends on the host. Their connection type, number of uploads they're allowing at once etc. If they have a slow connection, you'll never get a fast download speed from them. Try to pick the downloads that have the most hosts, seem to give you the best speeds & have 4 or 3 star connections. Get them done first. The slow plodders, you can always leave going overnight or search again for the file if it's so slow that it's giving you a pain
You might want to read this, it has great advice for configuring LW for best performance
http://www.gnutellaforums.com/showthread.php?t=27036