I nearly forgot where this way, so I figured i would mention it here and link it. When downloading from MSDN (to get Vista for instance), it seems that most of the time it starts off at around 75 KB/s. That’s just not acceptable for downloading large files.
This link talks about how to update your hosts file so that download speed uses the entire pipe.
In your hosts file (typically C:\Windows\System32\Drivers\Etc\HOSTS), add the following entry:
This will select a US-based mirror site and typically gives me around 1 MB/second download (I have nearly a 8-megabit pipe). Bringing down Vista Ultimate in under 45 minutes, priceless.