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

Do a speed test...
http://www.speedtest.net/
...& check the thread below for some tips about how to best set up your LW (the first few posts are the important ones)

Configuring LW for best performance

If that magnetmix file downloads really slowly & configuring your LW doesn't help...answer the questions from the link below
System details - help us to help you