There is a utility on the latest PC Advisor DVD called DAP91 which empirically seems to have boosted my download speeds. Difficult to be certain, as the speed varies so much with different websites, but it connects to up to 5 mirror sites at a time - not sure whether it uses multiple download paths or just looks for the fastest, but I'm going to keep it installed.
I use DAP (the Free version) I like it. It also says if you have Broadband it can download even faster, by opening another port. I haven't gone there yet, as I'm happy with the speed I'm getting as it stands now. Also as it's downloading it checks for viruses etc.
If you do decide to give it a go, be alert when downloading it. As there are other offers you may not want. One of the extra Freeware offers is a video accellerator, which is fine. However there are other things on offer which are not. Say no to the 'Speed Bit Toolbar' I't'll take your system over and it's a pig to get rid of.
Also as you are downloading make sure you tick the Freeware version.