You cannot change the download speed to the maximum of your current connection. If you have 10Mbit now, you will maximally reach 10Mbit. In fact it usually is much lower, because it's not only your line that's important, but how much speed the zillions of lines that you use to get the data from have. If any of these lines you use have 2Kpbs max, guess what your speed will be.
Think of your internet bandwith as highway with a set of lanes where every car (data packet) drives the same speed (usually the speed of an electron). The more lanes you use simultaneously, the more bandwith you use. Try setting up multiple downloads at different ports at the same time.
For instance: I use this download manager that opens up ten different download chunks for one file. These ten chunks come in simultaneously. I use ten different connections to get that one single file.
The TCP protocol has roughly 65000 different ports. If you would use them all for downloading you could reach amazing download speeds. Sadly some ports are already taken and most "weird ports" are blocked in the firewall setup of your router(s) and firewall(s). But there are still al lot ports that you can use.
Note that if you use too much you could also caus a gigantic traffic jam on your internet connection.
[qoute]I use Azureus for downloading. [/quote]
Get to know Azereus. Understand how it can make use of better bandwith. Understand how the torrent protocol works.