The download tests usually use a site that can run at full speed for the test. When you are actually downloading real stuff, you are limited by the capability of the site itself. Poor site or good one with lots of users will give low speeds. What sites are you going to?
I am using windows 7. I just did an online test to test my download speed and got about 10mbps. For some reason when I actually download stuff I get a speed of 40KB/s max. Does anyone know what might be causing this.