Download speed depends on your connection plus the connections of the hosts you're downloading from. You can have your bandwidth set at 'unlimited' but you'll still only download as fast as your connection allows! If you're sure that you should be downloading faster, could it be that your ISP shapes your bandwidth for p2p apps?

You can do a speed test here
http://www.dslreports.com/speedtest?more=1

There are some good tips here to get the most out of your LW
Configuring LW for best performance