Depends on your connection speed, of course, but 3-4 is pretty slow.
You could try a download manager like Download Accelerator Plus, Download Expert, LeechGet, etc. These improve speed somewhat by increasing the number of connections and taking advantage of lag-time in each connection to download from another connection.
You could also try some connection tweakers.
Here are also some free programs that allow you to change these settings with a graphical interface:
Internet Connection Booster 2000
http://toshi.50megs.com/icb2000/
Cablenut
http://www.cablenut.com/
TCP Optimizer (This one has an option to return Windows default settings.)
http://www.speedguide.net/downloads.php
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