By far my go to app for downloading anything. aria2c [link] downloads anything and is also the fastest bit torrent app I have ever used.
EDIT: I also use aria2c for the backend of my Arch Linux package manager pacman. Gives me multiple of connections per host and speeds up updates by at least two folds. https://bbs.archlinux.org/viewtopic.php?id=192072
2nd EDIT: Windows works but I have had better luck with uGet portable app for Windows.