There is something called "convoy theory" Brian, it goes something like this , you can only go as fast as the top speed of the slowest ship, basically unless your getting a file from multiple sources, the speed issue is down to you and the person having it, its a direct link between you both only.
Some folks will claim a torrent is faster but to be honest that not my experience, a multiple upload file on winmx will always beat a torrent file for speed.
Try to look for file versions that are ones that have many sources or join a video room where many folks are likely to have the same file you want.