Could be a few reasons for it.
Ultrapeers you are connecting through. (Sometimes best to restart LW, else filter some as Wondering Why suggested)
Your ISP shaping only your p2p LW bandwidth.

Download a magnet link file from this site: + MagnetMix.com +: The Source for Good Content
If it's slow or zero speed, then your LW is most likely being shaped by your internet provider.

BTW if the file in the download window says connecting, it means it is NOT connected. And if you have many that say that, it suggests it is probably a fake file(s); see Beware of Fake files in search results