It hasn't been mentioned, but some programs don't count the rate properly - if you click on a link, and the "save file as" popup shows, the browser has already started downloading the file - but it *doesn't* count the time spent waiting for the user to rename the file. So if you let the popup hang around for a couple seconds, you'll have some ludicrous download rate that will dropoff to what the real rate is after a little bit.
Use the process manager under Windows, or whatever bandwidth monitoring programs are available (like bmon under Linux) to see what the real rate is.