Are you updating Vista? SP2 is the latest (to my knowledge)

Run the Windows Task Manager - right click on the Taskbar and choose Task Manager. From there, click on the Processes tab and see if anything is eating up CPU time. Try this when doing a download.

Check your startup using MSCONFIG from the Run menu. See if there is anything starting up you don't recognize. You can try disabling items and see if it helps.

Which security software are you running?

Check for viruses and spyware.

Rachael