Why does it takes so long to download files, I'm I doing it wrong?
 

I was wondering if I'm doing something incorrectly. I'm trying to download a movie file (CSI - 350 MB) and it takes days for just one. Do I need to do one at a time? Or is it like that for everybody?

It depends on your connection, the connection of the user(s) you are dlding from, how many uploads this (these) user(s) have going on and how many files you are dlding at the same time.
Ideally, you should dld from a T3 or Higher, with no other downloads going on. (I say ideally because, if you're not careful with T3s, you could end up dlding a fake file or worse. Generally, T1s and Cables/DSLs are safer)