Newsgroups are the fastest way to download anything. Forget torrents or any other file sharing program where you may or may not get an acceptable speed. If you pick a good news provider then you'll max out your connection!
1) Get a news server
It's vital to get a decent news server service, I use possibly one the most expensive but I think the best Giganews.
2) Get a News reader
Again there are free programs but I use Newsleecher, at the time of writing their site was down so link is to a beta version.
3) Once you've installed a News Reader set up your server in the program then it's time to get some NZB files. I was using Newzbin.com but recently it's be troublesome so I'm trying NZB Club. It's free and I've literally tried it twice but it looks ok.