Lots of things can be the cause of it. Where are you downloading from? The servers from where you are downloading may not be as fast as the ones from Steam. What browser are you using, there are things like if you are using Foxfire, you can go into the About:config to speed up things a bit. Things like clearing the cache of the browser and clearing temp files can also help speed up things.
If you go to a place like http://www.speedtest.net/ and check your speed over the browser and are getting pretty decent speeds, then I'd look at cleaning up your browser to optimize it. Other than that it very well could be the site you are "downloading" from.