nc

you don't at least not in xp... the program your using ,the number of songs your trying to download at one time ,and your internet connection will determine the speed at which songs will download. mostly your internet connection if your on dialup its going to be slow very slow sometimes an hour or so per song.
the other peoples internect connection speed ,the number of copy's of the song available will also affect your download speed.
you can in some downloading programs set the bandwidth priority which can speed up or slow down the download speed . but i wouldn't recomend it it will just cause you problems unless you know what your doing

How do set the speed on windows xp to download songs to cd?