If you download with the utorrent, you will surely find the settings of the bit difficult. Here's what to do.
The settings are from v1.8. Maybe they apply to the next versions aswell.
After installing utorrent, go here (or here) and chose the closest point to you and get the max upload speed. Now with the number you have (eg 300 kb/s) divide it by 8 (eg 300/8 = 37.5) and the result multiply it by 8 (eg 37.5*.8 = 30). This number will be the Global Max Upload speed you need to set.
Alternatively, you can navigate to the utorrent Speed Guide by pressing [Ctrl + G] or from the options>speed guide. From there, you can select your speed and select Use Connection Settings. Everything will be set automatically.
If you have a router, you need to "open" a port so that incoming connections can be made (eg 43542 as in this example). To do this, go to this site and choose your router and then Utorrent.
A few tweaks
Encrypting Network Data. Many ISP's are trying to reduce P2P programs. Choose it by going to Options > Preferences > Bittorrent. There is a section called Protocol Encryption, Enabled or Force. This can increase your bandwidth.
Disable Connection Limit for XP, Vista, and 7.
There is a patch, which increases the maximum number of connections in the operating system. Choose one for your operating system (for example, XP )
Speed tweak for Vista and 7
Go to Options - > Preferences - > Advanced.
Under Advanced, select 'net.bind_ip'. Write there your PC's IP, the one you put as a permanent one (see above on the router).
net.max_halfopen = *40 or 90 (Depending on what you put on TCPIP.SYS, see the Connection Limit patch above )
peer.lazy_bitfield = *true
peer.disconnect_inactive_interval = *600
The settings for each tab
Bandwidth and Queueing
These change from PC to PC. For more, look at the Speed Guide on uTorrent.
Also remember to let torrents seeding when the download is done...