Well, downloading from a host with a fast connection speed (the faster being T1 & T3) theoretically means that you can achieve a faster download than from a cable/dsl host. Downloading from multiple hosts usually means a faster download. Your download speed depends on how many hosts you're downloading from, their speed, your speed & how you all have your LW set up.

If you'd like some tips for optimising LW's performance, read the thread below or use the forum search.
Configuring LW for best performance

If that's no help, make sure that you've used the right speed setting in LW (tools > options > speed).
Otherwise, it might be something within your setup that needs looking at.