Turtle slow downloads

We'd need to know a lot more about your system before we could even begin to give you any sort of an answer.

Dialup, cable modem, or something else?
Mac or PC?
How much random access memory do you have?
How many programs are open when you're trying to d/l?
What, in terms of size and program type, are you trying to d/l?
Etc. but let's start with those questions.