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It's very unlikely that there is anything you can do to specifically improve your download speed, as it is as much dependant on the source of the download. Speedtest.net will default the the closest server to you, meaning that you have a good chance of getting a fast download speed.
The data rates can get confusing, so this chart may be handy:
http://en.wikipedia.org/wiki/Data_rate_units#Decimal_multiples_of_bytes
For example, if you pay for an "8 Mbps" (
megabits per second) broadband connection, that should provide a download speed of
1 megabyte per second or 1000 k/s.
What sort of download speed were you getting in k/s and what speed broadband connection are you paying for?
