This software really helps with downloads, whether you have broadband or dial-up. Download Accelerator Plus (DAP) contains no spyware and is available at http://www.speedbit.com/DefaultT.asp?
In a nutshell, what it does is search the web for other download locations of the file you're downloading, and checks the alternate locations' connection speeds. Then, it uses them simultaneously (well, switches back and forth between them to maintain the highest speed).
Even with cable access, this program has made short work of some files, especially popular downloads that are hosted at many mirror sites.
Download Accelerator Plus
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