What kind of broadband connection do you have? It's kind of important-the "Maximum Transmission Unit" or MTU, which specifies the largest packet size to be sent, needs to be just a little lower for DSL connections-1492 instead of 1500 for cable. That can make a HUGE difference in your downloads, since using too high an MTU setting causes packet fragmentation and many, many retransmissions. Usually the symptom of too high an MTU setting is (drum roll!) half-speed downloads.
While your Mac should be able to figure out the MTU for itself, your router or maybe even your modem could be keeping this from working.
Check out the
Mac Tweak FAQ on DSL Reports for some good info about tweaking a Mac for maximum performance. Also note the little GUI tool they mention-"RMAC." It works, it's simple, and it's FREE. Use this to see what your MTU is, and see if it's too high for your connection. You can also figure out what else is going on using this. I think it even tells you how your NIC is set up, so you can get it to peak performance as well.