I have 1MB/s in direct download so far with Vista.
On XP i get a max of 600Kb/s because i'm using a cable modem which is connected to a router which will establish the connection among 3 computers, because the cable place is in the other side of the room, and the wire isn't long enough to plug-in directly to my PC, otherwise i'd get full speed on XP as well
btw i have a 8MB connection, but ofc i don't get it all on downloads.
Results with Vista: