By capping with software, I meant with whatever software is downloading. I use Azureus for all my BitTorrent needs, and that has options to set maximum download and upload speed. Unfortunately, this isn't a very popular option in most software. There's no OS level settings that I'm aware of.
I cap my uploads, because if I upload at my full 40k limit, my downloads slow to around 40k as well. I cap it at 30k up, and get usual, 300-500k download speeds. Maybe your connection is different.
As for Linksys routers, they are the most widely supported and configurable routers in the home use category... Check out www.linksysinfo.org and of course, all these things are configured through http://192.168.1.1, if you were unaware.