This tweak applies only to Windows XP Professional.
It seems Microsoft reserves 20% of your bandwidth for use by the QOS (Quality Of Service) Scheduler, which is intended to reserve bandwidth for important applications, a rather wasteful choice.
To increase your bandwidth, do the following:
Make sure you're logged in as Administrator, NOT just with any account with admin privileges!
Click the Start button -> Run -> type:
Hit Enter or click OK.
Navigate to Local Computer Policy -> Administrative Templates -> Network -> QOS Packet Scheduler.
In the right hand pane double-click on the "Limit reservable bandwidth" setting.
On the Setting tab check the Enabled box.
Change "Bandwidth limit %" to read 0.
Click OK and close Gpedit.msc.
Under Start -> My Computer -> My Network Connections -> View Network Connections -> right-click on your connection -> select Properties (where your protocols are listed) -> make sure QOS Packet Scheduler is enabled.
You need to reboot for these changes to take effect.