Next time you download/install a big game, check periodically on it (to see if it keeps the 500-600Kb/s speed). In my case, it'll start at maybe 300kb/s for a few minutes and then go up to 500-600kb/s. On occassion when i've downloaded random unpopular games (i'm thinking of Limbo, Trine, and those types) the download went up to 1Mb/s speed.
If that is the speed at which you're downloading but it's taking much longer than say an hour to download then you might want to look at local potential issues such as how your disk is fragmented (is it almost full?).
Anyways, downloading a full game within an hour is quite reasonable IMO.
Cheers.
Alex