If its web browser and zip manager use reget to download the zip and set connections to above 20 you will max your connection.If your using NNTP then use a reader like Newsbin that will allow 10 connections also maxing your connection
The Zip manager being slow is a known fault with Easynews.If your downloading zips bigger than 255 meg then you need a multi threading download manager anyway as transparent proxies are known to damage the zips