Are you downloading from one host? If you can download from multiple hosts, that could increase your speed (stay away from files with heaps of sources though, I go for files with 10 sources or less). Download speed also depends on speed of your connection & the host's connection.

You can do a speed test here & see what results you get
http://www.dslreports.com/speedtest?more=1

There are some good tips here for setting up LW
Configuring LW for best performance