Why do download managers speed up downloading?

[#1]

My line is a bit of wet string which syncs at around 2000kb/s and so my maximum downloading rate is therefore around 1500kb/s or about 180kB/s. In practice I usually get around 30-40kB/s any time day or night. But if I start several downloads together or use a download manager I can get the maximum rate from the line. This seems to indicate that it isn't exchange congestion (and in fact my exchange isn't very busy at all). This happens even on Rapidshare or my works server which can max out almost any connection (I get several MB/s up and down at work!)
I don't use p2p etc., mostly straight http stuff and the rate my line can take is quite low compared with Plusnet's managed speeds, so why can't I get the maximum line rate on a single download from a server which I know is nowhere near limited?

[#2]

Have you optimised your MTU and RWIN settings?

[#3]

Quote from: jelv

Have you optimised your MTU and RWIN settings?

Well I've read Kitz's page and used Dr. TCP but TBH this is not an area I'm strong on so I've just taken their results as gospel.
If they can make a major difference I'll have another fiddle tonight.

[#4]

In that case you've probably done all you can. When receiving a file your computer has to periodically acknowledge that it has received everything OK so far - that slows the process down because the receiving periodically pauses to wait for the acknowledgement. RWIN controls how much is received before this happens - so the larger the better - but if you get errors the more has to be re-transmitted.
If you are receiving several files, or one file in multiple parts, the acknowledges overlap with receiving so the line is kept continuously busy.

[#5]

Quote from: quelquod

my maximum downloading rate is therefore around 1500kb/s or about 180kB/s. In practice I usually get around 30-40kB/s any time day or night. But if I start several downloads together or use a download manager I can get the maximum rate from the line. why can't I get the maximum line rate on a single download from a server which I know is nowhere near limited?

From your description it sounds like it is limited. Many smaller servers, especially on http ports, will top out at 40 or 80KB/s per connection. Your download manager just makes multiple requests for the same file and then asks for different bits of it in parallel, thus getting N times the 40KB per-connection speed.
Some servers will happily supply large bandwidth on a single connection when it is available, but even those will get busy sometimes. Then, by using a DL manager, you get a bigger share of the pie by claiming more of the available shared bandwidth.
Of course, some very busy sites will detect this and refuse to play ball.