RWIN (Receive Window) is the single most important tweak. Raising Rwin from default (8760 for Win95/98/98SE/NT and 17520 for WinME/2K/XP) may greatly improve download speeds, depending on your line. Why? Here is my kindergarten analogy:
Default RWIN for broadband is like having a tiny straw in a thick milk shake, only so much can get through the straw (line) so fast. By putting a larger straw (higher RWIN) in that same thick shake, you allow more shake (data) to come through sooner (thus improving speeds), to a point that is -- after which there is no more improvement, and shake (data) can start spilling all over (packet loss) if your line is lossy. Thus, the key is to find an RWIN that fits your line just right.
The formula for finding your "ideal" RWIN is to take your latency (average ping time in ms x 1.5), multiply it by your advertised speed in kbps and divide that by 8. Or, use our RWIN calculator here.
Note: If setting RWIN below 8192, try using even multiples of MSS (see "MSS requested" on Tweaks Test).
Note: If you have low advertised speeds, then raising RWIN may be uncalled for and have no affect.