The secret is... the connection at the OTHER END has to support higher bandwidths. So basically the server you are downloading off of has to be able to upload at the highest speed you want to download.
There is a way you can "shotgun" your downloads, if you downing like huge iso files. You can get a download manager and then open multiple downloads from the same server. This will act like you are lets say 3 different people, and you would get the same speed as 3 people combined, given that the server has network load balancing software installed that gives each user an allotted download speed (probably around 300 kbps).
See so basically:
server upload MUST EQUAL client download
for you to be maxing out your download speed. Which will never happen.
On steam though, they have special software that splits the load between multiple servers. Which means faster downloads. When i Preloaded HL2 i was getting 7000 kbps (7.0 mb / s ) ... DAMN fast. The only problem is that my host (comcast) is very shitty and only allows 30 kbps uploads.