There's not really anything you can do to significantly affect the performance of your internet connection in a general way.
The biggest factor in internet performance is the ISP and service you're using, deciding the maximum throughput and latency.
Your Operating System's networking stack can influence performance through better accommodation of packet loss, but this is largely out of your control. Individual applications can optimise throughput with a number of methods, sometimes offering configuration options. With careful tuning you might be able to squeeze a little more out of a connection, but by far the most important thing is good ISP selection.
Well there are some things that can be taken into consideration when you are looking at possible speed increases. For instance, if your broadband company is offering a certain speed and you are not coming close to that you might want to look at the processor in your computer. if you are running a slower processor it might take longer for information to be processed therefore giving you the illusion that your connection is slow when it is not the connection at all.
You might also want to look at the link between your pc and the actual internet, often they are slow, and the ammount of RAM in your PC, which will limit things.
Otherwise, if its slow, complain to the ISP. They will sort you out