Bit torrent clients rely on other people with a certain file uploading it for your benefit. You cannot expect to fill your bandwidth if there aren't enough people sharing a particular file to do that. 40kbps is an average download speed, I wouldn't be disappointed with that. By the way, I wouldn't turn off your firewall, that's not a good idea.
Incidentally, generalised questions about Bit torrent technology are fine, but just a precautionary warning, talk related to illegally downloading copyrighted material is against the forum rules. Prevention is better than cure.