Very common problem. Usually, it's fixed by increasing the RWIN setting in pre-Vista versions of Windows - a TCP/IP parameter. Requires editing the registry, but there's a site tool for it.
Use the DSLR Tweak Test measure the current setting. »/tweaks
Use the DrTCP tool to change the RWIN setting. Bigger is usually better. 68,000 or more. Trial and error may be needed. »/drtcp
Also, as mentioned in the FAQ, there are several factors that can affect speed. Interference with the wireless signal is common. Try changing the channel, the position or orientation of the router.
