You can download files from any speed without any ill effects. The problem is that there are a lot of fake files being spread about on the network and they tend to be from sources with the fastest connection speed(t3, t1, cable/dsl). This is not always the case but is a guidline to help increase your chances of finding good files. There are plenty of good files from sources with the faster connection speeds.
For more info on fake files and where they come from, follow the links in this post:
Recognising Fake files.
And for tips on searching see:
How to find music 