There are a lot of different bittorrent clients that you can download. I think the best are BitCommet and uTorrent.
Here is a few tips to speed up uTorrent Client. Similar can be implemented on any other torrent clients ,which you are using.
Step 1: Increase TCP connections
You need to increase the number of TCP connections that are allowed at max.Windows XP Service Pack 2 came with the number of allowed open connections to 10. This is to stop any piece of spyware(in our case bittorent client even) from totally taking over your internet connection. TCP connection allowed should be 50 for optimal performance. The best way to increase the maximum number of connections is to apply patch that is available at www.lvllord.de. A nice way to fix