In many cases, your internet connection speed for Firefox is throttled by your operating system, so that Firefox does not hog all of your connection when performing big tasks like downloading a file.

Sometimes having too many addons active can cause in issue and of course having too many Firefox tabs active while downloading can cause speeds to decrease, as Firefox allocates more internet connection to tabs that need loading.

Personally, I use DownThemAll! to download files and many uses get greatly increased download speeds.

The speed you can download a file from a site can be at a speed the site lets you download at made slower by the slowest connection in between server and your end at time barring anything tying up your connection at same time also.

Just because you have a 40Mbps down connection does not mean you will get even close to that speed at all times, especially with downloads from sites serving files for free with no account whether free or paid.

If you have Cable internet then the cable technology is based on shared bandwidth with many factors influencing a users download speed which is why you may have slow connections at certain time periods for example.