The speed of your network connection doesn't just depend on the speed of your hardware. Windows is an operating system that is designed to work on a variety of different hardware and network setups. Because of the abstract nature of the operating system, it cannot be optimized for user-specific hardware setups.
Hacking Windows XP: Speeding Disk Access
Depending on the type of network connection you have, you might be able to tweak your connection so that the speed of your Internet, as well as your local area network, will be faster. By hacking the System Registry and editing the TCP/IP parameters, you can fine-tune the values to take advantage of more reliable, faster Internet connections, such as DSL and cable