Do you know that the users you're downloading from have fast connections? The limiting factor on winmx if you only have one source is how fast they can upload to you, on almost any broadband package you can name this is significantly slower than the download bandwith.
That said making sure you have ports set can help, & I've heard claims that playing with the bandwith throttle & throttle process interval can yeild faster downloads, though I've never seen enough difference to vouch for it.
Don't get me wrong, I love WinMX, but it was never the fast way to download anything.
