When on a LAN you will of course get very fast speeds if downloading from each other. There's various methods. Search a file you know he is sharing. Once you find it, select it in search results & click Browse host button. You might be connected to him as an ultrapeer. Check your connections window & see if he is listed. Control-click & choose browse host or click browse host button at bottom of connections window.

There's also the Direct Connect option. If you know his ip address ... change search type to Direct Connect & type in his ip address.