Win Vista and 7 have a few optimisations for it's tcp stack, most should give at least a small boost, but some can cause problems.
First thing first, depending on the NIC, you might want to turn on it's onboard cpu if it has one, tho that should mostly make the main cpu have less work to do while downloading.
http://www.pctools.com/guides/registry/detail/954/ (may be different if you're using the 64bit version, but think it still the same on the 32bit version since w2k, same goes for the rest)
Another thing is to see if turning off "autotuning" makes a difference.
http://www.kombitz.com/2007/02/14/vista-auto-tuning/
You could also check the MTU
http://www.dslreports.com/faq/5793
As always, use at your own risk. Note that programs like "Yamicsoft Windows 7 Manager" can do the settings for you, as well as discovering of for instance the correct cache size is used for the CPU.
Also, check the router/modem config. Even if other machines don't have problems it can't harm to reboot the router/modem and to check if "nat" and things like that aren't screwed up. And try without using WiFi by disabling it.