Do a speed test here (scroll down to find your country if you're not in the US)
http://www.dslreports.com/speedtest?more=1

Have you set up your LW for best performance?
Configuring LW for best performance

What are your details?

OS(Win XP etc)
LW & Java version (help > about LW & you'll see)
Firewall you're using
Modem/router brand & model
ISP
Connection type (DSL etc)
Where you connect from (home, school etc)
Are you sharing a connection with other computers
Is this your first try with LW

Download a file from here & see what speed you get
http://www.magnetmix.com/video.shtml