Well, you see, when use go on a primary connection, winmx takes up some bandwidth so that it can maintain the primary connection. That is why You happen to have less speed for downloads. I think that you may have set the upload/download speed n
Winmx>settings>Winmx peer network
Look at the tab for allocated bandwidth. I think you may have set it a bit too high, try setting it to lower values so that you can get good download speeds. Default is 7k out, 10k in
This is not a throttle for you upload and download speed, This controls the amount of bandwidth winmx can use for maintaining the primary connection
Cheers