I want to know how I can increase my download speed within windows. 
For example, when I use the download manager from FilePlanet, I'm able
to download at close to 80kb/s, but when I download elsewhere, I can
never reach that speed, even by opening more than one connection at a
time.  What is the download manager from FilePlanet doing to increase
the speed so much, and how can I achieve this with downloading within
my browser (firefox or other)?

It looks like FilePlanet download manager is an application that sits
on your PC and allows you to download /only/ files stored at
FilePlanet

The chances are that they are using compression, so the speed is
really the same, but fewer bytes are getting shunted down the line.

I've seen advertizements for things that are similar, but are used for
browsing, in effect a 'faster' ISP service (with software on your PC)
that grabs the data and compresses it before sending it to you.

Perhaps that will jog someones memory.

firstly download speed is not just determined by your speed but that
with which the server can upload. If a server has an upload speed of
128kb/s and 2 people connect even if they can download at 2mb/s they
wont get faster than 64kb/s each.

There is a program out there that allows the compression of websites
and files before sending and places like game sell it however it is
really a fraud. The only websites it can speed up are those that also
deploy their program and can compress it before sending. Very few if
any websites do this so its a waste of money. Your best bet is to
download the extention faster fox for firefox and get
freedownloadmanager or flashget for downloading files. thats the best
you can do.

When you initiate a download (web page / file / stream), the website
you download from (sending server) sets up a transmit window.  This is
of a predetermined size.  When you start to receive the download
(receiving client), the application you are using to download will set
up a receive window.  This is usually done from the Operating System
and may be independent of the application you are using by default. 
The windows are basically there to control the bandwidth so the
sending server doesn't flood the receiving client.  If the receiving
client can accept more data (there is more bandwidth available) a
message will be sent to the server to open the window further and
allow more to come down.  These work along side with the system
buffers (how much information can be handles during sending /
receiving before it is processed and stored).

There is also another factor and this is MTU (Maximum Transmition
Unit).  By default, Windows sets this to 1500 bytes.  However, there
may be problems with using MTU of 1500 due to some routers not being
able to handle so much information in 1 packet.  For games, the
optimum setting is 576 bytes.

When you use a download manager, it will usually take control of all
of the protocols and fine tune itself accordingly (Transmit / Receive
window, buffers and MTU) in order to get the most from your bandwidth.
 Allowing Windows to handle these protocols (which many applications
do by default) is generally more clumsy.

Hope this is of some help.

First you should contact your ISP to know your maximum download/upload
connection speed. If your download is not below the limit I strongly
suggest you choose a download manager. You can try Gigaget
http://www.gigaget.com/download.htm or its mini version
http://dl1.it168.com/0122/IT168.com-19664thundermini1.2.1.9.exe. The
mini version has no interface just integrate with IE download window
and accelerate speed. This download use p2sp technology you can
download files from multi servers and PCs. But remember exit this
program when you finish downloads or it will upload the shared files.
And you can also try to change a higher speed internet account.