As Wonder Why suggested, you need to give details of what LW version you are using and your complete system. I use LW4.13.6, which is one of latest...might help. Refer you to Max Up/Down Success (Sticky - Leeware) for basic configurations...there are four important ones which help a lot. If that doesn't help, chance your Internet Service Provider (ISP) is throttling your bandwidth DOWNLOAD. Some throttle UPload so you can't share at your signed-up speed, while some throttle DOWNload to make it almost impossible for you to receive files no matter how fast the sender is; eg..T3. Thats all the advice this junior can give; some seniors will likely have much more in depth help.
Good Luck, caseybob