I use FDM too, and as someone else noted, it works by splitting the file into a number of sections and downloading the sections more or less simultaneously (more like time-sharing, actually) which is a huge help with large files. I've set mine to 12 sections max., and if the server at the other end is reasonably fast (and supports resuming, essential for using extra sections), I can get around 300-350 KB/sec, or about a meg every 3 seconds.
Without FDM (e.g., using the browser's built-in downloader) the best I can hope for is around 25-30 KB/sec.